Definitely a set-up.
And, unfortunately, they not only fell for it, they let the other side define what happened without video of their own. They should have been recording from the second they noticed they were being recorded and the other one should have called the cops - thus establishing the basis of fearing for their lives, etc.
Jillian and Eric Wuestenberg should have been wearing body cams. Those cameras are really cheap now. Some of them will clip on a pocket like a pen. Some will upload to WiFi.
And always, be the first to call 911.
Other considerations: carry a tiny flashlight. Do more training on the ranges. Get self-defense insurance (legal services).
And carry pepper spray.