Montana Republican Tim Sheehy, running for Senate in the state, said medical records that prove he did not shoot himself in a national park, and instead was wounded in combat, do not exist. Why it matters: Democrats are using the prolonged saga over his gunshot wound as their closing message to voters in the critical Senate race,

Podcast host Megyn Kelly pressed Republican Montana Senate candidate and former Navy SEAL Tim Sheehy about a gunshot wound he claims he received in open combat during a Friday interview. Throughout his campaign,