Doubt it. There's a clause in mine that says basically the officers of the organization are indemnified except in cases of gross neglect or intentional wrongdoing.

You accept the covenants of the HOA when you move in, and structures like this take time to build and also to be inhabited. Any HOA that is actually going to enforce against unapproved structures will serve you notice to remove long before the first bat bat moves in.

That makes me think it's probably going to be on you to pay some hefty fines if you decide to ignore the removal order. As to what eventually happens? Idk IANAL, but it wouldn't surprise me if you had to make continued renovations to bring said bat roost into the character and style of the neighborhood or something else wacky.