We investigate $K$-shell ionization of $N_2$ at 40 keV photon energy. Using a cold target recoil ion momentum spectroscopy reaction microscope, we determine the vector momenta of the photoelectron, the Auger electron, and both $N^{+}$ fragments. These fully differential data show that the dissociation process of the $N_2^{2+}$ ion is significantly modified not only by the recoil momentum of the photoelectron but also by the photon momentum and the momentum of the emitted Auger electron. We find that the recoil energy introduced by the photon and the photoelectron momentum is partitioned with a ratio of approximately $30:70$ between the Auger electron and fragment ion kinetic energies, respectively. We also observe that the photon momentum induces an additional rotation of the molecular ion.