He later told them the truth.
The Crown says the shotgun cannot be excluded from being the murder weapon.
Under cross-examination, he told defence lawyer Greg King he wasn't sure if he had ever told Macdonald the combination or where to find the key for the safe the shotgun was usually locked in.
He said there was nothing to make him think the shotgun had moved from its hiding place and regretted not telling the truth in the first place.
Mr King put it to him that the first time he said where the gun had actually been was in April 2011, after Macdonald had been charged with the murder. Mr Guy replied that he forgot it was even an issue.
Earlier, he told the court how Macdonald had phoned him and said something had happened to Scott and he needed to come right away.
"Ewen was very distraught when he rang me. He was almost incoherent. He said something along the lines of, 'Something's happened to Scott and you better get down here.' That's all he managed to get out. And that was the end of the conversation."
Mr Guy couldn't remember Macdonald's exact words but believed he had used the word "face".
Mr Guy said when he neared the long driveway that led to the home of Scott and his wife, Kylee, Macdonald was the first person he saw, sitting on a quad bike on the side of the road.
"He was in a very distressed state ... I wound down the passenger's window and my recollection is he said, 'Someone's killed Scott.' I don't remember if I said anything."
Mr Guy said he kept going but was kept away from where his son's body lay by the police, so instead walked a cross a paddock to break the news to Kylee that her husband was dead.
Choking back tears, Mr Guy recalled being told he could not get close to his son's body. "[Neighbour] Bruce Johnstone came up and said he was sorry, gave me a hug and said, 'Don't go and see Scotty' ... because that's what I wanted to do, just give him a hug."
Mr Guy said someone must have said something that made him think Scott had been shot, or had his throat cut, but he couldn't "remember who put the idea in my head".
The Crown alleges Macdonald - motivated by jealously and fear that he would lose his place on the family farm - surprised Scott Guy in the darkness while he was on his way to milking and shot him dead.
Macdonald has pleaded not guilty to the charge. Mr King has said the defence accepts that someone deliberately killed Scott Guy but believes that the case is still a mystery.
The trial has heard that the shot that killed Scott left a "gaping hole" in his neck.
When a neighbour found the body, it was cold. Scott was on his back with his arms stretched out. Blood was spreading from the neck wound.
Bryan Guy "pretty well insisted" to be allowed to walk across a paddock to see Kylee, who had earlier appeared with son Hunter in her arms but been told by police to go home.
After breaking the news to her, he phoned his wife, Joanne. "I said something along the lines of there's been a tragedy and Scott's been killed. I think I said worse than that: he had been murdered."
Mr Guy said he and Kylee, who was seven months pregnant, had to leave the house by climbing fences because the driveway was cordoned off by police. They met other family at Macdonald's home.
Asked by Crown prosecutor Ben Vanderkolk if there was any more discussion about how Scott died, Mr Guy said it was more a case of why someone would do that to his son that was in both his and Kylee's minds.
The trial continues.
