I think Kazekage was killed before the chuunin exam began. I remember them having a flashback while they're were still in the Hidden Sand Village talking about the waning powers and a plot to destroy the leaves.

This is just speculation, but I think the Kazekage wouldn't want to have anything to do with Orochimaru. Because the sound is a small hidden village (meaning the sand would have to take the most of the attacks), and because Oro wasn't a person to be trusted. I figured that Oro knew this and killed him way before the exam.