If it's thought to be true that something can move from its gaseous state directly to solid, how can we know for sure? Do we have photography that can slow things down enough that we would know definitely that there is no liquid state?

This is a very incisive question, and it approaches the limits of what is known about phase transitions. What is known is that for most combinations of pressure and temperature, pure water has a certain equilibrium state, whether that is ice (of which various different phases exist), subcooled liquid or dry vapour. In some special regions, the equilibrium condition can be any mixture of two phases, or even three (at a triple point, such as 0.01degC, 1 bar(a)).

The equilibrium condition is the lowest energy state at that point, and is determined by the "free energy" of the substance. However, it is certainly possible to cool very pure water to below "freezing point" and hold it in an unstable liquid state, until an impurity serves as a nucleation point and rapid freezing occurs. Similarly, if you heat pure water in a long-necked vessel (DO NOT DO THIS!) you can raise its temperature to well over 100degC at atmospheric pressure without boiling, before it suddenly and without obvious proximate cause flashes into steam.

It has been postulated by some of the founders of thermodynamics that the distinction between liquid and gas phases is the result of real-world instabilities, and that in a Platonic world of pure substances there would be a smooth transition at all temperatures (just as there is above the critical point in the real world).

Anyway, it is very possible that although liquid water is not stable at the temperatures and vapour pressures where this phenomenon occurs, droplets of water may form and abide a short while before freezing. No photograph would detect them, but their tendency to refract rather than scatter a beam of light might reveal their presence to the determined experimenter.