Republican US senate candidate Tim Sheehy admits no records prove his claim he was shot at war

Sheehy, who is running in Montana, says he was shot during combat in Afghanistan, but ex-ranger says he shot himself at US national park

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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 conservative radio host Megyn Kelly during a recent interview.