Yes, the bullet was recovered. No, it didn't disappear into thin air. The bullet currently resides in the National Archive.
Your opinion that no shots came from the sniper's nest is contradicted by two witnesses that saw a gunman firing from there, another witness that saw a gun barrel being withdrawn from the window, 3 witnesses on the floor below the sniper's nest that testified they heard shots come from there, and 3 spent cartridges found on the floor in the sniper's nest.
Your opinion is worthless horsecrap.
Your opinion that no shots came from the sniper's nest is contradicted by two witnesses that saw a gunman firing from thereWould you please post the identities of these two witnesses.....
But, IF there were two witnesses who saw a gunman firing from the SE corner window..... Why did it take over a half hour for the police to discover the location? If at least two witnesses saw a man firing a rifle from that SE corner window commonsense would dictate that the police would have been at that site in a matter of minutes.