They simply missed photographing Oswald going into the facilities. People fell asleep, incompetence, failures. As the late investigative journalist Edward Epstein said, "Sometimes the official story is a lie; but sometimes it's the truth."
This is from the HSCA/Lopez report (the compound here is referring to the Cuban Embassy and consulate). And yes, the Lopez report concluded that they "probably" photographed Oswald going into the buildings. Some CIA personnel said they heard there were photos taken or that they remember seeing them. But no photos were found. Why would the CIA hide them *after* the surveillance operation had been revealed? For what purpose?
They didn't have coverage on weekends, the coverage was only during the hours the facilities were open to the public, the manual coverage was, as mentioned above, spotty, the cameras would break down or fail.
Here is what the CIA claimed happened (Oswald first visited the Consulate on September 27).