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,

Tim Sheehy, GOP candidate for Montana senate, has been making headlines for his gunshot wound controversy. He is standing against Democratic Party's John Tester who has held the senate since 2007.

The topic has become a focal point in the days leading up to the election, with the former FOX News journalist being the latest to question Sheehy about the incident