Updated

This is a rush transcript from "The Kelly File," March 2, 2016. This copy may not be in its final form and may be updated.

MEGYN KELLY, HOST:  Breaking tonight.  Republican front-runner Donald Trump gets closer to the GOP nomination winning seven of 11 contests last night.  But now he's in for perhaps the toughest stretch of the campaign to date, including a new challenge from a former presidential candidate.

Welcome to "The Kelly File," everyone, I'm Megyn Kelly reporting live tonight from Detroit, Michigan.  Where 24 hours from now, four Republican presidential candidates will face off, in a debate moderated by Bret Baier, Chris Wallace and yours truly.  Earlier today, Dr. Ben Carson announced he will not participate in this debate, saying he does not see a political path forward for him in this race.  The debate tomorrow comes at a crucial time.  Over the next 13 days, more delegates will be up for grabs than in all of the previous primaries combined.  It all begins this Saturday with four contests, all of which are basically closed, meaning you have to be registered with the party in order to vote in the contest.

So far Ted Cruz has done well in these types of elections, closed primaries.  Another 150 delegates will be up for grabs on March 8, including Michigan's 59 GOP delegates, hence our presence here for the big debate.  A few smaller contest will also happen after Michigan.  But the main event is on Tuesday March 15, it's been dubbed Super Tuesday II, when some 367 delegates will be at stake.  And unlike last night, most of these contests will be winner take all.  With Trump leading the delegate count, the establishment is looking to halt the Trump train.  2012 Republican presidential nominee Mitt Romney even expected now to hit Donald Trump hard in a speech tomorrow.

But not everyone is willing to go after the businessman, reports today indicating the influential Koch Brothers do not have any intention of mounting an effort to stop Trump during the primary season.  We have a big show for you tonight, complete with two of the remaining four presidential contenders.  Marco Rubio is here to discuss his campaign's way forward.

Plus, we'll be joined by Ted Cruz, fresh off of his big win in his home state of Texas, among a couple of others.  We'll also discuss the state of the race with our political panel.  Chris Stirewalt, Dana Perino and Charlie Hurt.  But we begin tonight with chief political correspondent campaign Carl Cameron, reporting from Detroit.  Hey, Carl.

CARL CAMERON, FOX NEWS CHIEF POLITICAL CORRESPONDENT:  Hi, Megyn.  It's going to be a wild ride to the 15th.  And Donald Trump has now won 10 of the 15 primaries and caucuses to date.  And he has the momentum that a front-runner loves to have at this point and the past three cycles, the eventual nominees were in as good a position as Donald Trump's, if not a little bit worse.  And now tomorrow, Donald Trump will get an earful before the debate from none other than Mitt Romney, the 2012 nominee plans to give a speech in Utah, talking about the race, but particularly about Mr. Trump.  
And it won't be all that nice.  Ironic in that when he was the nominee, Mitt Romney welcomed Donald Trump's endorsement and spoke glowingly about him.

That won't be the case tomorrow.  And Mr. Trump today has been on Twitter, blasting Mitt Romney saying that it's -- that he was a loser and a choker, et cetera, et cetera.  That also leaves open, however, the Cruz and Rubio battle.  Ted Cruz got the boost that he needed in Texas, and for Marco Rubio, the heat is really on  him, because in the next two weeks, a little less now, comes those two big state where is it's winner take all, Ohio and Florida.  John Kasich and Marco Rubio basically face do or dies then -- Megyn.

KELLY:  Carl, great to see you.

Joining us now with more, Chris Stirewalt, our Fox News digital politics editor.  Along with Dana Perino, co-host of "The Five" and former White House press secretary under President George W. Bush.  And Charlie Hurt, political columnist for "The Washington Times."  Great to see you all.

DANA PERINO, CO-HOST, "THE FIVE":  Thank you.

KELLY:  So Mitt Romney, Stirewalt, comes out and apparently is going to take direct aim at Donald Trump tomorrow.  Why?  I mean, what do you think
-- what comes of this?

CHRIS STIREWALT, FOX NEWS DIGITAL POLITICS EDITOR:  Well, what comes of it, we'll see.  But the Romnesian assault is rotted in the twin concern within the Republican Party.  One, they believe the polls that say that Donald Trump is a general election loser to Hillary Clinton.  They think that's true.  Donald Trump says, they're not.  That he will shift, he will become a different person, a different candidate and do better in the general election that these polls say.  But most Republicans believe that Donald Trump will lose in the general election or elected Republicans in this establishment.

Then on the other hand, there are the conservatives who are concerned that if Donald Trump brings his brand of populism that includes a lot of elements that are normally associated with the Democratic Party on health care and other issues, that if he does this, that the conservative movement will be derailed.  So now is, they have two weeks, as you laid out, expertly counselor, they have two weeks until the 15th of March, this contest here in Michigan elsewhere is proportional but they have two weeks to decide whether they can stop Donald Trump or not.

KELLY:  Charlie, with all due respect to Mitt Romney, who is beloved by, I would say most Republicans, right?  I mean, let's put this incident to the side.  He lost, but he's beloved by most Republicans.  You know, he wasn't able to make the case with the GOP voters -- with the electorate I should say, back in 2012.  What should lead us to believe he can make it this time around?

CHARLES HURT, THE WASHINGTON TIMES POLITICAL COLUMNIST:  I don't know.  But, you know, not only that he lose, he also, you know, however appalling he finds Donald Trump, he is the reason that we have Donald Trump running in 2016.  And, you know, I think a real problem, you know, the big reason that Mitt Romney lost, of course, was that whole thing about the 47 percent that Republicans will never win over, because they're looking for handouts and stuff like that.  Which, you know, whether you believe that or not, it's a bad thing to be caught saying.  And of course, it was on a hot mike or a secret tape that got spilled everywhere.  And, you know, I think it went a long way towards dooming him.  Whatever you say about Donald Trump, one thing that is absolutely certain is, he does not believe that there's 47 percent that he can't get.  He is trying --

KELLY:  But those are the very voters he's attracting, I mean, among others.  But he has reached out to them in a way that's been remarkable in this election.

HURT:  He is desperate to go far, far beyond some 53 percent that Mitt Romney thought was the full, you know, the full population that he could campaign to.  And I think that whatever you think of Donald Trump -- whatever people think of Donald Trump, that is a very, very important, positive step.  And I think Republicans would benefit a lot from learning a little bit from him on that score.

KELLY:  On the other hand, Dana, that's not to dismiss the genuine consternation in the Republican Party of nearly half of the Republican Party about Donald Trump emerging as their likely nominee.  I mean, the never Trump hashtag on Twitter is everywhere.  More and more Republicans are coming out saying they would never vote for Donald Trump under any circumstances.  And you basically have -- this is one example, Eric Erickson who says, look, he says, it may be necessary for men and women of principle within the party to set the self-detonation sequence as they escape the ship to a new party.  That's how some feel when it comes to the possibility of voting for Donald Trump.  And so Mitt Romney may be speaking to that faction of the party.

PERINO:  The interesting thing is, is that Donald Trump is facing a need to unite three ways.  Right?  So he's got the new voters that he's brought along and maybe disaffected voters on some of the base of the Republican Party.  In addition, people like Erick Erickson, he would not be considered a squish or a rhino or an establishment, he is a conservative.  So, you have that group.  And then you have establishment people who are part of the never Trump thing too.  So, he's fighting on three fronts.  And I thought last night when he tried to make the pivot in his press conference, he did okay with that.

To Charlie's point on the 47 percent which was, three words, forty seven percent that was able to sink Mitt Romney, because the Democrats are looking for any one of those three words.  And the Democrats, 47 percent against Romney, basically Trump, the Republicans, you didn't build that, which is what they tried to tag on to Obama.  So now, you're in a stage of a campaign where you're trying to consolidate the Republican Party.  In addition, you know that the Democrats are already going to walk in lock step.  And so, they're already looking for that 47 percent, what is it going to be?  They might already even have it.  And looking at any of the nominees that the Republicans would put forward.  So, I think Donald Trump -- Mitt Romney tomorrow is going to harken back to the speech that he gave when he decided not to run six months ago.

KELLY:  Chris, let me ask you because we're going to have Rubio and Cruz on the program tonight.  I'm anticipating they're going to say, they have a clear path for it and the other guy should get out.  Is it all -- is it real in your view?  Does either of those guys actually have any sort of a path?

STIREWALT:  Look, they have a path in this sense, that the resistance to Trump within the Republican Party is significant.  This is not the usual coughing and sputtering of failed opponents.  There is that you talked about, polls have shown nearly 50 percent of the party, a nearly even divide within the Republican Party over Donald Trump and what he means for the future.  So, is there a possibility that you could have a splinter group?  Is there a possibility that you could have a convention floor fight?  Normally, you know me, I'm the guy who sits in this chair and says, well, not here, because it's opulent and looks like we're the pharaohs.  But normally I'm the guy who sits in the chair and says, no, never, that's stupid, I'm not smelling what you're smoking, none of that is ever going to happen.  This is actually in cycle because of Trump and because by the way of the broad, consistent, steady failure of the Republican Party to deal with him, this is actually a possibility.

KELLY:  All right.  I got to go.  But I want to ask you quickly Charlie to weigh in on that, is that real?  I mean, or is this true?  I know -- do you think it's sewn up at this point for Trump?

HURT:  I don't know if it's entirely is sewn up, because obviously the establishment will do anything.  They will go as far as they can to stop him.  But, you know, Ted Cruz, who has the best shot right now at challenging him, has real problems when he's getting beaten by Donald Trump among evangelical voters in states like Georgia and South Carolina and Alabama.

KELLY:  I'm going to ask him about that.  So, I will pick it up with Ted Cruz on that point momentarily.  Great to see you all, panel.

PERINO:  Thank you.

HURT:  Thanks.

STIREWALT:  You bet.

KELLY:  Joining me now for more on this, Republican presidential candidate, Florida Senator Marco Rubio.  Watch.

Senator, great to see you tonight.  Thank you for being with us.

SEN. MARCO RUBIO, R-FLA., PRESIDENTIAL CANDIDATE:  Thank you.

KELLY:  Now, having had just a day to digest it, how do you see the results last night?

RUBIO:  Well, first, we never said Super Tuesday was going to be the best night of our campaign.  I mean, Ted Cruz's campaign was built on closing it out on Super Tuesday.  We're going to do as well as we could, pick up as many delegates as we could maybe win a state which we will able to do.  And now we move on to the part of the calendar we feel much better about.

These are important states.  Yesterday obviously and places we worked hard in, we were outspent in most of them.  Because our campaign is built out over a broader calendar.  So, we're excited about the fact we got looks like over 100 delegates.  When it's all said and done, we move now to the other states.  We feel like we'll going to do well there and we're excited about Florida on the 15th of March where we think we could be able to really pick the next step forward in this campaign.

KELLY:  Do you agree now that it is not possible for you to secure this nomination short of a brokered or open contested convention?

RUBIO:  Well, I think you can ask that of virtually everyone in this field at this point.  From my end, we continue to work towards becoming the person who has 1,237 delegates.  And that's the outcome we want to see for someone to have that especially me.

KELLY:  I know, but it's mathematically impossible now for you to do it without getting to a brokered convention, is it not?

RUBIO:  I think you can make that argument for virtually everyone in this race at this point.  The front-runner in this race is Donald Trump, and he doesn't have as many delegates as there are against him.  Sixty five percent of the voters yesterday rejected Donald Trump.  And I think he has a real problem moving forward.  Because usually front-runners are people that are able to come out and say, all right, everyone, let's rally around the front-runner for the good of the party.  The opposite is happening here.  You have people rallying against the front-runner, because they realize how much damage Donald Trump will do to the conservative movement if he becomes our nominee.

So, again, Megyn, this is the most unusual political cycle in modern American history.  You've been in the frontline, in the front row and you've seen it play out over the last few months, and over the last year.  
I think this is a very different election and we will going to have to be more patient about how it plays out and see where it leads us.  I can tell you where it can't lead us, and that is to the nomination of Donald Trump.

This is a person who never in his business career has ever lived out any of the things that he now claims he wants to do for the American people and he'll get destroyed in November by Hillary Clinton.  And we can't lose this election to Hillary Clinton.

KELLY:  What do you make of Mitt Romney scheduling these remarks for tomorrow?  Have you had any contact with him?

RUBIO:  No.  I mean, obviously just pleasantries.  We stay and touch after different events, I'm sure he emails and talks to a lot of people.  But I don't know what he's going to say tomorrow other than the report you have on the air now.  But I think it's part of a broader narrative.  And that is that usually at this stage in the campaign, when you have a front-runner winning states like Donald Trump is.  You have everybody coming forward and saying, hey, for the good of the party, everybody get out and let's rally around this person so we can start working on the general election.  The opposite is happening here.  Everyone is trying to figure out how can we rally together to stop someone from becoming the nominee because they know he's not a conservative, so he'll do damage to the conservative movement.  
He's never voted in a Republican primary before.  He has dangerous views on foreign policy, dangerous and reckless views on the economy.  And a track record --

KELLY:  But you know the story -- you know the story with that.  But he manages to win with a plurality, so he wins with 35 percent and in a couple of states yesterday 40 percent.  I don't think it went above that.  But he wins because the other -- the rest of the field is so divided.  So, until you guys consolidate on the opposite side, it is Trump's for the taking.

RUBIO:  Yes.  So, well, again, I think there's real doubt about whether Donald Trump can ever get to 1,237 delegates.  I just don't think he can get to that point if things continue.  Now, look, March 15 will be the beginning of a change here.  You'll going to have states like Florida and Ohio awarding all their delegates.  If I win Florida on March 15 as I intend to do, we'll going to be having a very different interview and a very different conversation about the whole race.  I mean, it's 99 delegates that go to the winner.  And I feel very good about our chances there.  But there's a lot of work ahead.

Look, I'm an underdog, there is no doubt about that.  I don't claim anything other than that.  But it's a role that I relish, it's a role that I have been in my whole life and quite frankly this campaign is that important.  What's at stake here is what kind of country my kids are going to inherit.  And I do not want them to inherit a country where someone like Donald Trump is the President of the United States with his dangerous views on foreign policy, you know, his reckless views on the economy and quite frankly his lack of temperament for the most important political office in the world.

KELLY:  Before I let you go, I have to ask you about Ben Carson today saying, he will not be at the debate tomorrow night.  And it appears he's done with his presidential race, although he hasn't officially said that.

Your thoughts?

RUBIO:  Ben Carson is -- I don't know him very well, I only got to know him with this campaign but -- our interaction with him and his family, he's one of the finest people I've ever interacted with.  I really come to like him.

I will miss him at these debates.  He was always a sense of calm.  Off the set, in between breaks and so forth.  You know, I know he'll stay engaged and involved.  He'll going to speak at C-Pac this week.  We'll see what he has to say.  But we'll miss him.  He's a fantastic gentleman.  And, you know, I wish him the best.  We'll see how this plays out.

KELLY:  Well, we are here live now in Detroit.  And I can tell you that the stage down below me, they just took off the fifth lectern.  There are only four and one of them has your name on it, sir.  We're looking forward to seeing you here tomorrow.

RUBIO:  I look forward to being there and ask everyone to go to on my website MarcoRubio.com.

KELLY:  All the best to you.

RUBIO:  Thank you.

KELLY:  There is big news breaking right now on Hillary Clinton's e-mail scandal.  As the Department of Justice offered immunity to a man who could be a key witness, a man who pleaded the fifth prior in this case.  Senator Ted Cruz is here next on that.  Plus, the road ahead for his campaign.

Plus, Donald Trump and Hillary Clinton are starting now to focus their fire on each other, and former President Obama campaign manager David Plouffe, this guy got Obama elected twice, will tell us where this is likely to lead.  Don't miss that interview.

And then an Iraq war veteran will join us from the hard hitting new ad that Donald Trump was challenging on Twitter today in a "Kelly File" exclusive.  
Still ahead.

(BEGIN VIDEO CLIP)

UNIDENTIFIED MALE:  Since the Iran nuclear deal, the Iranians have gone on offense across the Middle East.  They illegally detained our sailors.  They tested ballistic missiles.  And continued to fund terrorists that have killed Americans.

TRUMP:  I've heard a lot of people say we're going to rip up the deal.  
It's very tough to do when you say rip up the deal.

(END VIDEO CLIP)

(COMMERCIAL BREAK)

KELLY:  Breaking tonight.  The Justice Department may be seriously stepping up its investigation into Hillary Clinton's use of a private e-mail server as Secretary of State.  The DOJ reportedly granting immunity to a former Clinton State Department staffer who set up Mrs. Clinton's server in her home.  This is video from last year of Brian Pagliano arriving to appear before the House Select Committee investigating Benghazi.  In that hearing, which also touched on the e-mail issue, he pleaded the fifth.  But this development means he can now fully cooperate with investigators without fear of incriminating himself.

Joining me now with reaction, presidential candidate and Texas Republican Senator Ted Cruz.  Senator, great to see you.  So, you are a well-trained lawyer, what do you make of this?

SEN. TED CRUZ, R-TEXAS, PRESIDENTIAL CANDIDATE:  Well, Megyn, it's great to join you.  You know, this is an ominous development for the Clinton campaign and for Democrats as a whole.  This suggests that the investigation is moving to a whole other level and granting immunity means that they'll now question this individual and get all the facts of what he did and in particular, what Secretary Clinton told him, what her close associates told him, what they knew and what they instructed and that suggests that the legal jeopardy is just getting greater and greater.  And that, Megyn really underscores the need for Republicans to nominate a strong candidate to beat Hillary in November, because I think she is going to be a badly wounded candidate.  And if we nominate a strong Republican nominee, we'll going to win this general election.

KELLY:  You know, it's fascinating, because the Republicans have been saying all along, is she going to make it?  Is she actually going to make it to November?  I mean, there is a greater chance than zero that Hillary Clinton will be indicted and then what happens to this race?

CRUZ:  Well, then you have a mess.  Then you have the Democrats in complete chaos and who knows?  There's speculation that they try to parachute in a Joe Biden or a John Kerry.  You know, I confess I don't consider myself an expert on the internal politics of the Democratic Party, but, you know, in my view, regardless of who they end up running, whether they run Hillary, whether they run Bernie or whether they run some other socialist, we need to nominate a strong conservative, because that's the only way to win, the only way to beat Hillary.  And I think one of the reasons why, you know, I listened to your interview a minute ago with Marco.

And one of the things I very much agree with Marco, is that nominating Donald Trump would be an absolute disaster.  Sixty five or 70 percent of Republicans recognize Donald Trump is the wrong candidate to go head to head with Hillary because he loses to Hillary.  He can't beat her.  You know, polling yesterday had him losing by eight points.  That was CNN poll.

That same poll had me beating Hillary.  And I think that's why we're seeing so many Republicans uniting behind our campaign, because our campaign is the only campaign that --

KELLY:  He unites the faction of the electorate that we haven't seen any seen candidates really do before.  Both the working class and the middle class, across party lines, that is his argument.

CRUZ:  Well, but that's not entirely true.  If you look at the states.  So, ours is the only campaign that has beaten Donald Trump over and over again.

We've won four states now.  We've won resoundingly in Iowa.  We've won resoundingly in Texas.  We won a big victory in Oklahoma.  We won a big victory in Alaska and actually we beat Donald Trump in Minnesota, as well.

So five states all together we've beaten Donald Trump.  And if you look at who is supporting our campaign, we are dominating among young people.  We are winning conservatives.  But we are also competing neck and neck with Donald, with those Reagan Democrats, with those working class voters who are critical to winning.

That's how you win the general election.  And it's one of the reasons why we're beating Donald is that our campaign is the only one that can fight him and fight him effectively, with those blue car workers.  And you're not going to beat Donald unless you can fight him on that turf and also bring together the broader coalition of conservatives and young people all across the board.  And that's what we're doing.

KELLY:  A lot of people who are looking at you and Marco Rubio and they like you both.  Any chance of a unity ticket between the two of you?

CRUZ:  Well, listen, I think Marco is a very, very talented.  He has a wonderful personal story.  He's a great communicator.  I do think a lot of people, particularly looking after last night, have come to the inevitable conclusion that there's only one campaign that has a credible path to beating Donald Trump.  And that is our campaign.  We've done it over and over and over again.  And unless you can do that, it's part of the reason why, you know, we've spent this past week welcoming supporters to our campaign, people who have been supporting candidates who have dropped out, people like Jeb Bush and Chris Christie, welcoming supporters of Ben Carson, welcoming supporters of Marco Rubio who Marco is very, very talented.  But he doesn't have a path to beating Donald Trump.  And if we're going to beat Donald Trump, we've got to unite.  We've got to come together and unite, and our campaign has demonstrated we can do it.  I'll tell you --

KELLY:  I've got to run, Senator.  My apology.

CRUZ:  Just yesterday, we raised over a million dollars online on TedCruz.org.  That's because people are coming together.

KELLY:  It's great to see you.  We'll going to see you right here at the Fox Theatre tomorrow.  It's beautiful.  Your view is going to be fantastic, and we're looking forward to it.

CRUZ:  Excellent.  I look forward to it, as well.

KELLY:  I want to show you this.  You should see this place.  I'm not sure if you can see -- can we show the audience this spectacular venue.  Look at this.  It's amazing.  And the columns and the walls and the ceilings.  I mean, look at this, right?  How lucky are we?  We're greatly looking forward to it.  And we hope you'll join us tomorrow night at 9:00 p.m.

Eastern live right here from Detroit.  We'll be moderating along with Bret Baier and Chris Wallace.  We have some tough questions for the remaining four Republican candidates.  It's going to be an electric night.

And then stay tuned for a live edition of "The Kelly File" midnight with complete analysis Frank Luntz, his Focus Group.  Many, many others and we're looking forward to seeing that with you.

Well, we are reaching right out to some former federal prosecutors on this breaking news about the Clinton e-investigation.  I'm actually emailing with Shannen Coffin, Shannen email me back and just set you an important one.  And we'll going to have some new details shortly.

Plus, even before all the votes were counted last night, Mr. Trump and Mrs. Clinton were turning their fire on each other.  We'll take a look at that matchup with David Plouffe, the man who got President Obama elected twice.

Happy he's here.  And Trump campaign spokesperson Katrina Pierson.  Next.

(BEGIN VIDEO CLIP)

TRUMP:  I'm going to go after one person, that's Hillary Clinton, on the assumption she's allowed to run, which is a big assumption.  I don't know that she's going to be allowed to run.  And I think that's frankly going to
be an easy race.

(END VIDEO CLIP)

(COMMERCIAL BREAK)

KELLY:  Breaking tonight. While Senators Cruz, Rubio, Governor Kasich, and Bernie Sanders are all looking for new ways to win after yesterday's voting, Donald Trump and Hillary Clinton are increasing looking at -- increasingly looking at each other as the real threat. Take a listen to a little of what the two had to say last night.

(BEGIN VIDEO CLIP)

HILLARY CLINTON, D-PRESIDENTIAL CANDIDATE:  We know we've got work to do. But that work, that work is not to make America great again. America never stopped being great. We have to make America whole.

(CROWD CHEERING)

DONALD TRUMP, R-PRESIDENTIAL CANDIDATE:  She wants to make America whole again. And I'm trying to figure out what is that all about? Make America great again is going to be much better than making America whole again.

(END VIDEO CLIP)

KELLY:  Joining us now, Katrina Pierson, national spokesperson for the Trump campaign, and David Plouffe, a former senior adviser to President Obama and campaign manager of his 2008 presidential campaign. Davis, we'll start with you.

So, you're the man who basically helped get Barack Obama elected twice, considered one of the biggest political geniuses we have in the country.
Let's just go through this quickly. Do you think that Hillary has it secured on now the democratic side?

DAVID PLOUFFE, FORMER BARACK OBAMA'S SENIOR ADVISER & CAMPAIGN MANAGER:  I do. Bernie Sanders has run a strong race. I'm sure he'll win some states, but it's not very sexy, but this is about delegate acquisition, and she's built an almost impenetrable delegate lead.

So, yes. I think by the morning on March 16th, you know, probably both Trump and Clinton will look like they are, if not the presumptive nominee, the actual nominees. I think that's where this is headed.

KELLY:  OK. So, on the republican side, you know, we're hearing all this, you know, it's going to be contested and no one can secure the majority of delegates. And we're going to go all the way to July. What say you to those claims by Cruz and Rubio?

PLOUFFE:  Well, my sense is that Trump is going to be the delegate leader.
Now maybe he doesn't get a majority. So, if you believe in the fairy tale that you can take the nomination away from someone in Cleveland during the republican convention who has won the most delegates, then maybe you have a source of hope.

I think that's very hard to do in either party. I mean, I think Clinton is going to clearly reach a delegate majority over time here. I just -- to me, that's the only scenario left. There is not a scenario that somehow Trump completely implodes, he starts getting 10 percent of the vote. I mean, he's got a pretty healthy floor.

So, I guess the only scenario is that you deny him a majority and somehow you steel the nomination away from him in Cleveland. I just think that at the end of the day, that might be a bigger disaster than what people fear with Trump as the nominee.

KELLY:  Right. Because what are his supporters going to do if that happens, support Rubio, or support Cruz is the real question there? Now let's say it's Trump versus Hillary in a general election. I mean, you are somebody who ran against Hillary and now you supporting Hillary. So, how do you see that matching up, Trump v. Hillary?

PLOUFFE:  I tell you what, you better not assume it's going to be an easy race. So, yes. I mean, I think there's a chance that Trump could lose in a landslide, which these days could be as much as 10 or 12 points which should be a disaster for the Republican Party. But he also can make it very close if not win.

I mean, I will tell you the one thing he's doing is he's bringing out a lot of voters, some new, some old. He's also appealing to, you know, some traditionally blue collar independents and democrats. So, you better mount a campaign assuming that he's going to over perform McCain and Romney in some places. Exploit places like, let's say the northern Virginia, suburbs where he probably struggle.

But you have to define the race. That's the trick in any campaign, define yourself, define your opponent and define the race. And I do think Trump makes that difficult. I mean, obviously he has dominated the political landscape. He takes the oxygen out of the room every day. He basically hurls insults and assaults that no candidate prior to this has ever done certainly in the modern times.

So, this is going to be tricky to run against him. I think he has a lot of vulnerability. I think -- I think there will be some republicans who don't support him. I think there's a lot of independent swing voters that are repelled by what he says.

But he also has the chance to over perform in a bunch of areas. And one thing we've learned all of us should say, we can't predict what's going to happen with this guy, because he's defied every political prediction and defied every conventional wisdom about how to run the president here today.

KELLY:  What would be your worry -- you know, if you look at the Obama coalition that you guys built in getting Barack Obama elected, he had all these democrats, but he has huge numbers with women, with Hispanics, with African-Americans, with young people.

And, you know, the wisdom was that the republicans could peel off enough of those and perhaps they could give Hillary a running chance. Trump is doing it differently. I don't know that he's going after those groups so much he's going the working class and the middle class across party lines, probably mostly white.

But can you beat that democratic coalition, what's, you know, whatever is left of it, when it's not Obama running, with that sort of constituency by Trump?

PLOUFFE:  It's hard. The numbers suggest it's hard. But let's say we even Trump aside. I mean, one of the challenges for Hillary Clinton is can she re-create that Obama coalition or enough of it? Can you get African- American turnout support amongst Latinos and Asian-Americans, and then the most important thing even before Sanders' emergence was young voters.

I think that's going to be the toughest thing for her to both get the right vote share and the right turnout. So, even sort of irrespective of Trump, that's going to be a challenge. And that's how this turns into a close race.

If you don't maximize the quote, unquote, "Obama coalition" and Trump is over performing with some traditional, more blue collar, white swing voters, then this becomes close. Now I think Trump provides some energy to get young people, to get African-Americans to get Latinos out. But they are going to have to run a skillful campaign.

And I think this is a much, I mean, you know, in the movie "Rocky" he fights southpaw from most of the, you know, right-handed, then he goes southpaw. I mean, Trump, I have some sympathy for the republicans like Cruz and Rubio. We've never seen anything like this.

There's no play book for having to deal with this. And so, I think that, I think she would be considered the strong favorite to get 270 electoral votes. I do think Trump will be particularly challenged in states like Colorado and Nevada where there is, you know, very important Latino votes and even in Florida.

But I do think that there's -- Clinton has some challenges irrespective of Trump. And I think the key one center on energizing and getting a strong enough performance with the younger voters.

KELLY:  Fascinating. David, great to speak with you. Thanks so much for being here tonight.

PLOUFFE:  Thanks, Megyn.

KELLY:  All right. And back with us now, Trump campaign spokesperson, Katrina Pierson. Katrina, good to see you.

KATRINA PIERSON, DONALD TRUMP NATIONAL SPOKESPERSON:  Hi, Megyn.

KELLY:  So, do you generally agree with that analysis? It seemed pretty, you know, down the middle.

PIERSON:  It did seem down the middle. And, you know, I think that your analysis early on was correct, too. Mr. Trump is bringing out voters that no other republican in this race could ever do. He's bringing in states that other republicans cannot take in to play.

And just for a second, I really want to address this idea where you have the establishment coming out and all of the elected officials that are coming out against Mr. Trump saying that we should not have Mr. Trump in the nomination. Megyn, I just want to remind you and the viewers that these are the same people that lost two elections in a row. These are the same people whose idea of outreach in the minority community is printing out their policies in Spanish and haven't stepped to the in a black neighborhood in decades.

And they have the audacity to tell the republican base that Donald Trump is the problem? That is false and it's incorrect. And number one out of all of this, Megyn, we have seen new people come in, young people, minorities, Hispanics. Mr. Trump won Hispanics in Nevada, tied with Hispanics in the State of Texas. Mr. Trump will not only beat Hillary Clinton in the general, but it will be a landslide.

KELLY:  Right. But the Hispanic numbers in Nevada were minuscule. I mean, it was like a 100 people and the margin there was very decrease...

(CROSSTALK)

PIERSON:  But he's still been winning. He's still been winning.

KELLY:  I mean, that -- correct. But nationally, Mr. Trump's numbers with the Hispanics are not good between 17 and 18 percent disapproval. But that doesn't mean he can't necessarily turn things around before we get to the general election.

(CROSSTALK)

PIERSON:  Plenty of time.

KELLY:  That's the big question. I want to ask you -- but I want to ask you about, you know, what he said when it comes to whether Trump will enthuse not just his supporters, but Hillary's.

PIERSON:  Well, you know, I think that we see right now that there's a lot of disenfranchised democrats. We've seen reports of those democrats switching party affiliations just to support Mr. Trump, because he is doing well among blue collar workers and independent -- and Reagan democrats for that matter.

There is no enthusiasm behind Hillary. And the thing about Hillary versus Trump election, everybody knows who they are. People get excited about Donald Trump. He has a pro-growth, pro America policy. And Hillary Clinton is more of the same. She's been saying the same things that she's been saying for decades. It's old. They've done nothing. And Mr. Trump is going to bring a whole new sphere to the political -- political landscape.

KELLY:  Katrina Pierson, great to see you.

PIERSON:  Thanks, Megyn.

KELLY:  Well, there's big news breaking right now on Hillary Clinton's e- mail investigation, as the DOJ offers immunity to a man who could be a key witness in this case. We're going to talk about it. And then, we're going to be joined by three American veterans with very different takes on the GOP frontrunner, Donald Trump. Stay with us.

(COMMERCIAL BREAK)

KELLY:  Breaking tonight. A veterans group releasing a new TV ad, and The Kelly File have obtained it exclusively. The spot hits GOP frontrunner Donald Trump for allegedly not taking a stronger position against the controversial nuclear deal aims between the Obama administration and Iran.
Watch.

(BEGIN VIDEO CLIP)

UNIDENTIFIED MALE:  Since the Iran nuclear deal, the Iranians have gone on offense across the Middle East. They illegally detained our sailors, they tested ballistic missiles and continue to fund terrorists that have killed Americans.

TRUMP:  I heard a lot of people say we're going rip up the deal. It's very tough to do when you say rip off the deal.

UNIDENTIFIED MALE:  Donald even praised Hillary Clinton.

WOLF BLITZER, "THE SITUATION ROOM" HOST:  Who would you like representing the United States in a deal with Iran, with this regime?

CLINTON:  Hillary's always surrounded herself with very good people. I think Hillary would do a good job.

UNIDENTIFIED MALE:  America's veterans want clear and consistent judgment on Iran. Not someone who agrees with Clinton, Kerry, and Obama.

(END VIDEO CLIP)

KELLY:  Joining me now, Michael Pregent who is an Iraq war veteran and the executive director of Veterans Against the Deal, which is dedicated to opposing this Iranian nuclear deal. Sergeant Robert Bartlett is an Iraq war vet who was badly wounded by an Iranian made roadside bomb in Iraq; he's also a member of Veterans Against the Deal. And Carl Higbie, who is a former Navy SEAL and supporter of Donald Trump.

Great to see you all. Sergeant Bartlett, let me start with you. Why did you think this was necessary?

ROBERT BARTLETT, IRAQ WAR VETERAN:  Well, we need a clear stance of what -- we need to see what Trump wants to do. We need to see what his policies are and what he wants to do. If Iran breaks this deal, is he going to tear it up? What is he going to do? The public needs to know and he needs to separate himself from Clinton and show who he really is. That's all.

KELLY:  Well, he has said what he's going to do. He says as you're playing the ad, he says, you know, I'm not going to tear up the deal.

BARTLETT:  Right.

KELLY:  And if you look at his interviews, he goes on to say because we've
-- by the time I get in office if I do, we've already given Iran all their money and now sort of, you know, so the carrot has been given. And now comes the stick part where they are supposed to comply. So, why would I rip it up?

BARTLETT:  So, let's show what his policies are. Is he going to put those sanctions back on Iran and financially hurt them? Is he going to -- or is he going to side with Putin and say, hey, you know, we don't mind that you're selling S-300s to Iran, and we're going get along OK because I'm president now.

He needs to be clear on what he's going to do and put that plan forward. If he's saying he's not going to rip up the deal, then he's a no-go on my vote.

KELLY:  Michael, why does you -- why did you include the stuff about praising Hillary Clinton? Because obviously, he has donated to her, but you've heard him explain that before, he claims he was just trying to buy her because she was a politician.

MICHAEL PREGENT, IRAQ WAR VETERAN:  Well, thanks for having me on. What Veterans Against the Iran Deal do -- does, we're vetting candidates as commanders-in-chief. So, the reason we contrasted Trump and Hillary is because there is no -- there is no difference between them. We need to see some daylight between Trump's position on Iran and Hillary's.

Hillary has talked tough on if Iran cheats we'll do something about it. And Trump has said, well, the deal is already, it's a really bad deal. You know, it is something I wouldn't have made but I'm not going to rip it up on day one.

The key thing about this is Iran hasn't signed it, they are already in breach. And as a deal maker, Trump should know that the Iran deal should be torn up on day one, because Iran is already violating it.

BARTLETT:  That's right.

KELLY:  Carl, your take on it, you're a Trump supporter.

CARL HIGBIE, AUTHOR & FORMER NAVY SEAL:  Right. And I think Donald Trump has been very clear recently. But, look, it was a bad deal. It was a very bad deal. But you can't make deals with these nut jobs. And to the sound bite that they put that in that video I think it's a little ridiculous.

Trump was trying to do a great deal of business in New York, which was Hillary's home State at the time that video was shot. So, it's no wonder he's blowing some smoke up her rear. I think that if you guys want to run an attack ad, that's fine.

But the fact to the matter is you'd be better served putting your money towards attacking Hillary Clinton, and not him. I mean, if you want to bring something on, bring it on because it will only make us stronger.

KELLY:  What do you make of that, Sergeant Bartlett, because, you know, a lot of people try to sort justify Trump's support for Hillary at the time that way.

BARTLETT:  You know, when the wind blows, it tells who you are. You know, one minute you're with Hillary, the next minute you're not because now you're running for president. You need to figure out really who you really you are as a person.

Integrity shines through. If you have integrity, people will see that.
That's why Carson did so well. That's why some of these new frontrunners have done so well. You know, you have to show who you are. You have to separate yourself from Hillary, if you really are that person. People do change. But you've got to prove it. The proof is in the pudding.

KELLY:  You know, Michael, Trump has done very well so far with veterans, with military families out on the campaign trail. He seems to be garnering a lot of their support. Why do you think that is?

PREGENT:  Well, he said the right things about helping the veterans when it comes to the Veterans Administration and raising funds for veterans. But we're looking at a commander-in-chief and what he'll do with foreign policy. What he'll do with an ISIS strategy, and what he'll do with Iran.

Now, you can give a president a hard time for saying ISIS is the J.V. team or giving the president a hard time for saying "mission accomplished." But he's the republican frontrunner and we shouldn't -- we shouldn't have a commander-in-chief doing an interpretive dance of a money shot in front of the American public.

We need to see a serious candidate in Donald Trump, especially with the security situations we're facing with ISIS, Iran. And when he says that he's going to work with Putin and Assad that just further alienates our Sunni regional allies. And it makes -- it just -- it makes everybody look to the U.S. and they're wondering what we're doing.

This is the republican frontrunner. And he needs to have a different position than Hillary Clinton. And right now we don't see it.

KELLY:  All right, guys. Good to see you all. Much more on this in the days ahead.

Well, we have new details coming in on that breaking news about the investigation into Hillary Clinton's e-mail scandal as we hear reports the man who helped her set up the private server has just been granted immunity by the Feds. What that means next.

(COMMERCIAL BREAK)

KELLY:  Breaking tonight. We have been telling you about the new reporting from The Washington Post indicating that the man who helped set up Hillary Clinton's private e-mail server has just been granted immunity by the Department of Justice.

Trace Gallagher has been working new leads for the last hour. He joins us with the latest. Trace?

TRACE GALLAGHER, FOX NEWS CORRESPONDENT:  Megyn, his name is Bryan Pagliano. And he also worked on the 2008 Clinton campaign before he went to work for the State Department and set up Hillary Clinton's private e-mail server inside her New York home.

Experts say the fact that Pagliano he is cooperating is clearly a sign that the FBI investigation into possible wrongdoing is progressing. This is also a key because it comes before investigators would likely interview Hillary Clinton and her senior aides about why they decided to use a private server in the first place. And if they knew they were sending classified information in the e-mails.

With Pagliano's testimony, they could then compare notes but there's still no indication so far says The Washington Post that prosecutors are convening a grand jury, which of course would allow them to subpoena documents and or testimony.

Pagliano's lawyer isn't commenting, nor is the FBI or Justice Department. The Clinton campaign however, has released a statement saying, I'm quoting here, "As we have said since last summer, Secretary Clinton has been cooperating with the Department of Justice's security inquiry including offering an August to meet with them to assist their efforts if needed."

The campaign also says they're pleased that Pagliano is cooperating. Remember, he invoked the Fifth Amendment before a Congress. You'll note the Clinton campaign calls this a security review. But the FBI wants to know if a crime was committed. Megyn?

KELLY:  Shannon, thank you. I'm going to have Shannen Coffin -- I mean, Trace, thank you. Shannen Coffin's reaction after the break.

(COMMERCIAL BREAK)

KELLY:  So, Shannen Coffin, former DOJ attorney says this is a big deal. It's not something the DOJ does lightly. And he now has no choice but to cooperate.

Don't forget to join us here tomorrow at 9:00 p.m. for the Fox News debate in the beautiful Fox Theatre in Detroit. See you then!

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