'So confusing': GOP candidate's rambling answer about gunshot story stumps Megyn Kelly

Businessman Tim Sheehy, who is vying for Montana Democrat Sen. Jon Tester's U.S. Senate seat, did not do his campaign any favors by appearing on conservative Megyn Kelly's podcast.

Sheehy, a former Navy SEAL, has been under fire for claiming during his campaign he was shot in combat which has been disputed by a park ranger who recalled dealing with him and his wound after he accidentally shot himself during a family trip in Glacier National Park in 2015.

With the cloud of where, when and how he was shot hanging over his head, host Kelly gave him a chance to clear the air on Friday and he seemed unprepared with a straightforward answer.

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"But were you wounded? In the park? Did you have a wound, Tim, in the park?" Kelly pressed her guest.

'No, no. Yes," he replied. "I fell and injured my arm when we were hiking. So that’s why I went, because, you know, I could feel the bullet get dislodged when I fell and fell on the arm, you could feel the bullet get dislodged, and then went to the ER to say, 'Hey, you know, look, you know, I’ve got internal bleeding going on here, I’ve injured my arm, can you take a look at this, make sure there’s nothing serious going on here.'"

Pressed further by a puzzled-looking Kelly who asked, "Are there medical records where the ER could say, “We did not treat a gunshot wound”? he replied, "Well, there, there isn’t, I mean that’s the point. You go in, you check on it, and you leave."

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"There’s not an extensive medical record for any of this stuff. And unfortunately, that’s the crux of this, is there’s just not a whole lot to talk about. They’ve decided to take this one report from a park ranger, that I gave them that report, I stood in the parking lot and said 'Hey, this is what happened,' you know, and, five minutes, you know, we go on our way, and they’ve decided to make that the focal point of all this."

"So confusing" was all Kelly could reply.

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