Carcano bullet 1: struck the street behind the car, AFAIK was never recovered
Carcano bullet 2: "magic" bullet, remains of which are still in the body of John Connally
Carcano bullet 3: struck the interior of the car and remained largely intact, discovered later by navy doctor, ended up on the stretcher in Parkland hospital, re-branded as carcano bullet 2
UNKNOWN BULLET FROM UNKNOWN GUN: struck Kennedy in the head, disintegrated/expanded on impact, fragments later found in skull
The three spent casings in the sniper nest confirm he fired three shots, and all three bullets are accounted for. The problem is none of them are the one that killed Kennedy.