You can't splice two independent clauses without punctuation or a conjunction. A colon will do the trick: "He didn't count on one thing: he left a witness behind." The meanings are similar. "Count on" is better for situations where an outcome is desired. For example, "I counted on my friend to help me."

Natural are: The one thing he didn’t count on was leaving a witness behind. The one thing he didn’t count on was that he left a witness behind. ‘anticipate’ can replace ‘count on’ with a similar meaning.

They are not totally natural. To make them natural you have to do what David K suggested. You say "the only thing' or "the one thing" at the beginning of the sentence.