Montana’s Republican Senate candidate Tim Sheehy struggled in a new interview to give a clear explanation about the circumstances surrounding a 2015 incident in a national park that led to his treatment for a gunshot wound and receipt of a fine.

In the interview with radio host and former Fox News anchor Megyn Kelly, which was posted online Thursday, Sheehy left Kelly confused, and she warned him that the voters in Montana were unclear about what happened. “I just want to give you the chance to explain yourself, because this is their closing message. It’s all about this incident of — voters are confused. … It’s so confusing,” she told him.

The controversy looms over a crucial Senate race in Montana that both parties see as pivotal to capturing the majority in the final days of a hotly contested election.

The questions stem from differing accounts Sheehy has given about a bullet lodged in his right arm.

All accounts agree that, as first reported by The Washington Post this spring, Sheehy went to the hospital after his gun went off in Glacier National Park in 2015 (firing a weapon is illegal in a national park).

Sheehy was approached by a park ranger that day who was responding to a call of a self-inflicted gunshot wound, the ranger wrote in a citation at the time and has since said publicly. The ranger said Sheehy told him he had accidentally shot himself in the arm, and Sheehy then went to the hospital for treatment.

Sheehy now says he was never hit by gunfire on that day in 2015. Instead, he says, he was injured during a fall on the hike and sought treatment because of a bullet already in his arm that he received in Afghanistan during his time serving as a Navy SEAL, a story he’s told on the campaign trail.

Sheehy said he sought treatment on the day of the Glacier National Park hike because he was worried the bullet, which was still in his arm, had become dislodged. Crucially, he said he did not report being injured during combat, either during his service or after his Glacier injury, because it resulted from a friendly fire incident and he did not want his unit to endure a lengthy investigation into what amounted to a small wound, a claim he repeated in the interview with Kelly.

He was given a $525 ticket for the gun going off at Glacier National Park and paid it, he told the Post in April, to avoid an investigation into his unit.

Kelly this week pressed Sheehy about any medical records that would help to confirm his account of what happened; Sheehy responded that those records do not exist.

“There isn’t — I mean, that’s the point,” Sheehy said. “You go and you check on it, and you leave. There’s not an extensive medical record for any of this stuff.”

Kelly responded: “It’s so confusing.”

Kelly asked Sheehy directly about the injury in the park: “To be clear, did you shoot yourself in the arm?”

“No, that was never the allegation that — the point is, you know, it was a friendly fire ricochet downrange that wasn’t reported at the time,” Sheehy said.

Democrats, who are fighting to help Sen. Jon Tester, D-Mont., win a fourth term against long odds in deep-red Montana, have accused Sheehy of not being honest about either incident and called on him to release medical and military records to confirm his story. They have also said he has to have lied about his injury, either to his military command during his service or to park rangers and local law enforcement in the wake of the Glacier National Park incident.

In the conversation with Kelly, which is one of few media interviews Sheehy has given as a candidate, Kelly asked the candidate if he was wounded at all during his hike in the park.

“Yes, I fell and injured my arm when we were hiking,” he said. “So that’s why I went because I could feel the bullet get dislodged when I, when I, when I fell and fell on the arm, you could feel the bullet get dislodged. And then went to the ER to say, hey, 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.”

A spokesperson for Sheehy called questions about the gunshot wound “attempting to tear down a combat veteran’s record.”

“The bullet in Tim’s arm was a result of his service in Afghanistan,” the spokesperson for Sheehy said, “Tim never reported it because he didn’t want to trigger an investigation of his team, be pulled from the battlefield, and see a fellow teammate be punished. It was always about protecting a fellow team member of his unit he thought could have been responsible due to friendly fire ricochet in the heat of an engagement with the enemy.”

Republicans view the Sheehy race as one of the biggest pickup opportunities in a cycle where the map of Senate seats up for election favors their party. The Republican challenger has led Tester in most public polls, though Democrats insist the race isn’t over. Former President Donald Trump is expected to win the state easily.

During the interview with Kelly, Sheehy described the complexity of fighting in combat in Afghanistan with “Afghan forces embedded with us.”

“We call those green-on-blue incidents, which actually were very very common, where you’d have Afghans who either intentionally or unintentionally would end up shooting friendly forces,” he said.

Sheehy had originally said the friendly fire incident was from a fellow SEAL, writing in his 2023 book “Mudslingers” that he didn’t report the gunshot in Afghanistan “because I didn’t want to get sent home and lose my team, and I didn’t want the teammate who had fired that shot, a total stud who went on to a successful career as a SEAL, to be punished — officially or reputationally — by an accident that was in no way his fault.”