Presuming Oswald was the assassin, here is how his 3 shots could have panned out:
1st Shot: Struck Kennedy in back. It was a faulty round and so only went in 1 inch on Kennedys back (as per the autopsy doctors accounts). It fell out during cardiac massage at Parkland. This bullet is CE399.
2nd Shot: Struck Connally and caused all his wounds. He said a bullet fell from him to the floor when he was being moved onto the operating table. This is why this bullet has never been recovered.
3rd Shot: Struck Kennedy in the head. One fragment (perhaps a bone fragment) was deflected down through Kennedys head and caused the throat wound (this would explain why this wound was described as being as small as 3mm). Another fragment exited Kennedys head and caused the cracked windshield. And another fragment exited Kennedys head and flew over the limo and hit James Tague.
3 shots can account for all the wounds, including Tagues wound. It also explains why CE399 is in such pristine condition.
If Kennedy was shot at Z210 for example, Connally might have been struck 2.3 seconds later at Z252. Any earlier reaction by Connally (as seen on the Zapruder film) might simply be Connally jumping in surprise to Kennedys reaction behind him (perhaps a small agonizing shout in pain by Kennedy) rather than Connally actually reacting to being struck by a bullet.