From the position of the shooter and Trump's ear, I assume the FBI has the bullet that struck Trump.
Or they have all the bullets and didn't find one in the direct line of fire.
This might be the reason they expressed doubts that Trump was hit by a bullet.
I'm not sure why Trump is so determined that he was struck by a bullet rather than by shrapnel. For me, it reflects on how inaccurate the shooter was. Nothing more.
But it seems to matter a great deal for Trump, which is weird. Maybe it maximises his victim positioning.