NEW YORK (PIX11) — It was far from a festive Columbus Day for one of the two major candidates running for New York governor.

Congressman Lee Zeldin, the GOP nominee, and his family were still coping with the aftermath of a shooting just outside the family home in Suffolk County when they showed up to march in the Columbus Day parade.

“When we heard the screaming, we definitely knew it was gunshots,” said 16-year-old Arianna Zeldin. “When I saw the person on our lawn, we did not know if he was the shooter or the one getting targeted.”

“This is going to stick with them for a while,” Zeldin said.

Police sources confirm the Zeldin family were not the targets themselves and two people were hospitalized. The investigation is ongoing. The congressman was coming back from a campaign event at the time.

Zeldin said that walking through the crime scene investigation unfolding on his own porch, only reaffirmed his belief that the state should roll back recent changes to the criminal justice system like bail reform and “raise the age.”

Zeldin also said more New Yorkers should be legally allowed to carry firearms to protect themselves.

“I don’t have a problem with that,” Zeldin said. “I could not possibly have any more of a problem with a criminal, with an illegal firearm, committing crime after crime after crime and the system not going after them.”

Also marching in the parade was Democratic Gov. Kathy Hochul.

“I’m so pleased the family is safe,” Hochul said. “We sent a message right away that if they want the State Police involved in the investigation. It is a reminder we all have to work to get guns off the streets.”

Hochul pushed back on the assertion by Zeldin that she and Democrats are not paying attention to the issues most important to New Yorkers.

“I’m delivering for the people of the state with great pride,” she said. “Happy to be here today, a lot of good news, but also focusing on things people are concerned about: creating more jobs, the economy, public safety, my top priority.”

Zeldin also said after the incident in July where a veteran experiencing a mental health crisis went after him on a stage with a sharp object, he asked for state trooper protection. He said it was never granted by the governor.

Hochul insists the proper conversations about Zeldin and his family’s security are being had between State Police and congressional authorities in charge of securing any federally elected official.