Of course the murder of Khashoggi eclipsed the circumstances how Turkey proved it happened. But were there any protests or concerns expressed at how Turkey treats the foreign missions in its country, in terms of bugging?
This isn't an answer, but too long to comment.
I haven't seen any Saudi public comments about the bugged consulate -- but doesn't mean it doesn't exist (hence, not an answer). Instead, the public statements have been defending MBS.
“The United States, Germany, France, Canada, we made them all listen ... The man clearly says ‘I know how to cut’. This man is a soldier. These are all in the audio recordings,” Erdoğan said in a speech in Istanbul. He did not give further details about the recording. 
And the Saudi response, with no mention of the nature of the recordings, is simply
Saudi Arabia has said the prince had no prior knowledge of the murder. 
Erdogan did not give details of the contents of the tapes on Saturday but two sources with knowledge of the issue have told Reuters that Turkey has several audio recordings. 
... despite Saudi Arabia’s initial denials of any knowledge or involvement.
Saudi Arabia’s prosecutor Saud al-Mojeb has since said Khashoggi’s killing was planned in advance, although another Saudi official said Prince Mohammed had no knowledge of the specific operation. 
There was a 101 page report delivered to the UN that was criticized, but I can't find a mention of the consulate there:
In what amounted to a face-off at the U.N’s top human rights body, Ambassador Abdulaziz Alwasil insisted that special rapporteur Agnes Callamard had failed to follow proper procedures and used flawed sourcing in her 101-page report made public last week.
“Accusations have been launched, and fingers have been pointed — (she is) supporting herself on non-credible articles or sources,” he told the Human Rights Council, in Arabic through a U.N. interpreter.
Callamard, sitting at the council podium to present her report, retorted that her methodology had respected precedent and insisted her report wasn’t based on media reports. She also said she hadn’t received any responses in writing from Saudi authorities to her report. 
And an article about Saudi Arabia not being happy with the negative press. Seems like another opportunity to mention the consulate, but they don't:
The kingdom has described assertions in Turkish media leaks, based on purported audio recordings that Khashoggi was tortured, killed and dismembered inside the consulate, as “baseless.” 
Finally, here's the Saudi Press Agency statement about an internal investigation, and how they claim MBS was not involved, again with no mention of the consulate.
(also, no mention on the wiki page https://en.wikipedia.org/wiki/Assassination_of_Jamal_Khashoggi )