The actual response to being fact checked was:

Margaret, the rules were that you were not going to fact check and since you’re fact-checking me, I think it’s important to say what’s actually going on…

And then followed up by:

After a few lines from Vance and an attempted interjection from Walz, the microphones were muted as the men continued talking over each other.

“The audience can’t hear you because your mics are cut,” Brennan told the candidates. “We have so much we want to get to.”

Source