In the Croft photo (which was taken at Z-161), Jackie and John Connally seem to have heard something that got their attention.
Correct. They heard Oswald's first, missing-everything, shot 2.02 seconds earlier at "Z-124."
Note how Secret Service Agent Kellerman is also consciously reacting to the sounds of that shot.
Factoid: By this point, Connally had already consciously turned his head quickly to his right.