From what I’ve found online you are correct about MT and WY.I would just concealed carry the whole time with the 43x. Dont take my word for it, confirm with the law, but MT is a constitutional carry State. As is Wyoming and I concealed carry when im in Yellowstone.
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I do think it’s very odd that you can legally carry concealed in Yellowstone but can’t legally discharge a firearm in Yellowstone.
Feds being feds I would assume.