JFK and John Connally are shot through with the same bullet in Z224. However, the injuries to Connally's wrist and leg are caused by fragments of bullets from JFK's headshot(s), as is the damage to the interior of the limousine.
Bullets travel faster than the speed of sound, at least a rifle bullet from a 6.5 Carcano.
If you're shot by one you will not hear the report from the rifle.
You'll be reacting to the impact before the sound of it firing reaches you.
Connally heard and reacted to the sound of the bullet that hit JFK in the back.
His wife Nellie heard the shot and observed JFK's reaction to being hit.
She then heard the shot that hit her husband.
JBC didn't hear the report from the rifle blast that hit him but did feel the impact.