A national conservative talk show host gave Montana Senate candidate Tim Sheehy a chance to address a gunshot wound records suggest happened in Glacier National Park, but the Republican businessman-turned-politician said happened because of friendly fire overseas during his Navy SEAL career.

Sheehy’s appearance left the host commenting, “so confusing.”

On Friday, Sheehy appeared on the Megyn Kelly Show with Kelly asking about the gunshot incident, which has drawn both state and national media attention as one of the defining issues that could also determine which political party controls the U.S. Senate. Sheehy is running against three-term incumbent U.S. Sen. Jon Tester, a Democrat from Big Sandy.

Sheehy has insisted that a bullet in his arm is the result of “friendly fire” overseas, and that he didn’t report the incident to commanders for fears of getting in trouble or having to leave combat.

However, a ticket and interview from former Glacier Park ranger Kim Peach in 2015 detailed that Sheehy was instead cited for discharging a firearm in the park, and was treated at an area hospital for the wound. Sheehy himself wrote a handwritten statement at the time admitting the improperly stored firearm fell and discharged into his arm. Sheehy later paid the fine and the gun, a .45-caliber revolver, was returned to him.

On Saturday, Sheehy was asked repeatedly about the wound, and Kelly told him the interview was an opportunity to clarify what happened as the issue has been repeatedly at the center of the campaign. The Democrats have used it to make their case he’s lying and not to be trusted.

Sheehy said on the program that the friendly fire likely happened because of foreign forces that the U.S. military was helping in Afghanistan, without giving details about when and where the incident happened.

“You’d have Afghans who, either intentionally or unintentionally, would end up shooting friendly forces. You know, sometimes they just start putting their weapons on full auto and start, you know, shooting whatever direction they felt like,” Sheehy said.

In his memoir, Sheehy said he was hit by friendly fire from “a total stud who went on to a successful career as a SEAL.”

In the interview with Kelly, he said that he didn’t report the incident to commanders because it could break up their team with investigations, and also risked him being sent back for medical treatments, something, Sheehy told Kelly, he didn’t want to have happen.

“You know, we were at about half strength this point in our deployment. We’d have many teammates wounded and sent home,” Sheehy said. “And you know me, as a team commander, there was no position to be to be carved off the battlefield. Many of us were injured multiple times. We don’t report that simply because we’re going to stay in the fight, stay with our team. We’re going to finish our deployment and do our job. So unless those injuries are life threatening, of course, you know, if you’ve lost a limb, like some of our teammates had, or there’s a severe injury, you’re going to you’re going to deal with that, because that person has to be cared for, but otherwise you just keep on moving.”

Kelly tried redirecting the conversation several times to the incident itself, but Sheehy sidestepped the question, for example, in this exchange:

“Just to be clear: Did you shoot yourself in the arm?” she asked.

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

“I don’t want to harp on this. I just want to give you the chance. I want to give you the chance to explain yourself, because this is their closing message. It’s all about this incident, but voters are confused,” Kelly said.

Instead, Sheehy said that when he was hiking in Glacier, he felt the bullet became dislodged and went to the hospital.

“The point was, at the time, I was injured (in Glacier) and went to the hospital, they required a police report, because any gunshot room requires a police report of any kind. And they said, ‘We have to file this. We have to report this to law enforcement,’” Sheehy said. “And still having active team members, you know, in the service who were involved in at that time, I simply said, ‘Well, this is, this is an old one.’ They said, ‘No, we have to report this as a gunshot wound, you know, to the law enforcement.’ So, yeah, I said, ‘Well, okay, fine. It was an accident.’”

A Montana medical examiner with expertise in gunshot sounds recently said evidence shows it’s possible Sheehy hurt his elbow in a firefight on the battlefield and that he also hurt himself in Glacier Park.

Kelly asked about any medical records that could help clarify or corroborate the incident, but Sheehy said they don’t exist.

“You go in, you check on it, and then you leave. 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 decided to take this one report from a park ranger that I gave them,” Sheehy responded.

Sheehy also insisted that he and the campaign have been transparent with voters, satisfying their questions, only to have the Democrats continue to bring it up.

“No, we’ve discussed this at length, repeatedly with every media outlet for the last year. It’s been beat to death,” Sheehy said.

However, both national and state media have reported that Sheehy has ducked interviews and not responded to questions surrounding the bullet incident in Glacier National Park.

On two previous occasions, the Daily Montanan has put in requests to the Sheehy campaign for medical records regarding that incident. The Sheehy campaign did not respond to either of those requests.

The Daily Montanan renewed the requests on Sunday morning.