Governor Connally was originally seen by Dr. Carrico. After visiting with the Governor, Dr. Carrico left to go attend to the President.
Dr. Shaw was called in to attend to Connally. The Governor's major (and most serious) wound fell under the area of specialty of Dr. Shaw. The opening in Connally's chest wall caused the right lung to collapse. Tubes were inserted into the lung through two of the ribs in order to reexpand the lung. Once this was in place, beginning at 1:35 p.m., Dr. Shaw started surgery on Connally's chest wound. He sutured the damaged lung and lacerated muscles. Once this was completed, Shaw cut away the damaged skin around the wound in Connally's back and sutured the back muscle and skin. All of this was completed at 3:20.
Then, from 4:00 p.m. to 4:50 p.m., Dr. Gregory performed surgery on Connally's wrist. While this was going on, Dr. Shires attended to the thigh wound.
The point is, by the time Dr. Shires started surgery on Connally's thigh wound, Dr. Shaw (who performed surgery to the chest and back) had been gone for an hour. In fact, when Dr. Shaw gave his press conference to discuss the current status of the Governor, surgery to Connally's thigh had not yet begun. It was during this press conference (again, given at a point in time in which attention to the thigh wound had not started yet) that Dr. Shaw mentions that the bullet was in the thigh.
Dr. Shaw knew of the thigh wound (how could he not?) but he did not explore it. Shaw's attention was on the chest and right lung. Shaw was making an assumption that the bullet was still in the thigh. An assumption was all he could make regarding anything to do with the thigh.
Dr. Shaw made a natural assumption (that the bullet was still in the thigh), though an incorrect one.