With doubts swirling over his claims of being shot at war, Republican US senate candidate Tim Sheehy has conceded that there are no records which would prove his account about the bullet wound.

“There’s not an extensive medical record for any of this stuff,” the Montana candidate and former Navy Seal told the conservative radio host Megyn Kelly during a recent interview.

Sheehy has maintained that he was shot in the arm during combat in Afghanistan – and questioning that account amounts to false accusations of stolen valor.

But an ex-ranger at Glacier national park in Montana’s Rocky Mountains has publicly recounted how Sheehy shot himself at the park in 2015 before going to a hospital for emergency treatment. The ranger subsequently issued Sheehy a $525 fine for illegally discharging a firearm in the national park – which he paid, according to government records, as the Washington Post has previously reported.

A spokesperson for Sheehy has accused the ranger, a registered Democrat named Kim Peach, of attempting to spread a “defamatory story”. Sheehy himself has sought to parry Peach’s version of events by saying he had never been hit by gunfire that day in 2015.

As he repeated to Kelly, Sheehy says he fell while hiking, which made his gun go off – and the only reason he went to the hospital was because he was worried the bullet already in his arm from his service in Afghanistan might have become dislodged.

Sheehy nonetheless also contends that he refused to report being shot in Afghanistan by friendly fire because he did not want his fellow military members to face an investigation over a relatively small injury, as he put it in his interview with Kelly.

Kelly pushed Sheehy to address whether any medical records would confirm his version of events. But Sheehy ended up acknowledging that he did not have any such records.

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

Kelly replied, “It’s so confusing,” and then she bluntly asked Sheehy if he ever shot himself in the arm.

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

Sheehy’s military colleagues reportedly do not recall him mentioning a gunshot wound or seeing such an injury at the time of his active service.

The conversation between Sheehy and Kelly came in the late phases of his effort to unseat the Democratic incumbent Jon Tester in a race that could determine whether Republicans can wrest back control of the Senate from their opponents after Tuesday’s presidential election. As of Monday, Sheehy led the race by nearly 5%, according to 22 polls cited by the Hill and Decision Desk HQ.

Sheehy has built that projected lead despite a number of controversies in addition to uncertainties about his gunshot injury.

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He drew criticism over allegations that he characterized Crow Native Americans as “drunk Indians”.

An aerial firefighting company he once led also drew scrutiny after raising $160m in bonds ostensibly to hire more workers and build two new aircraft hangars. But, as NBC News reported, the company spent most of the money to pay back previous investment from the New York-based firm Blackstone.

NBC News also reported in October that Sheehy’s military discharge paperwork contradicted his 2023 memoir Mudslingers.

The book – which echoed some of his comments to Kelly – claimed medical reasons prompted Sheehy’s discharge from the military. But, as NBC News noted, the paperwork itself says Sheehy voluntarily resigned from the military without listing any medical condition as the reason.

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