INTERNATIONAL FLIGHT ARRIVING U.S. DESTINATION IS QUESTIONED BY ATC ABOUT 7500 SQUAWK WHICH THEY ARE NOT SQUAWKING. LATER COCKPIT WINDOW SHATTERS AND FLT CREW DECLARES EMERGENCY AND CONTINUES TO DESTINATION. AFTER LANDING THEY ARE SURROUNDED BY SWAT WHILE THE ACFT IS SEARCHED.

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DEPARTED ZZZ ENRTE TO ZZZ1. DURING CRUISE AT FL360 AT THE BOUNDARY OF ZZZ2 AIRSPACE; ZZZ2 CTR CALLED US AND ASKED US IF THE COCKPIT WAS SECURE. I ASKED THE FO TO CLARIFY WHY THEY WERE ASKING US THAT. ZZZ2 CTR SAID THAT THEY THOUGHT WE WERE SQUAWKING 7500. THE FO SAID NO; AND READ THE SQUAWK; WHICH WAS NOT 7500. LATER ON ZZZ1 CTR CALLED US AND ASKED IF THE COCKPIT WAS SECURE. SO I BECAME A LITTLE CONCERNED THAT MAYBE SOMEONE WAS IN THE AIRPLANE. I TOLD THE FE TO MAKE SURE THE COCKPIT DOOR WAS LOCKED. WE CONTINUED TO ZZZ1. AT THIS TIME; I NOTICED A BUBBLE IN THE FO'S WINDSHIELD AND BECAME A LITTLE CONCERNED. ABOUT 170 MI S OF ZZZ3; I HEARD THE WINDSHIELD SHATTER ON MY SIDE WITH A VERY DISTURBING NOISE LIKE IT WAS GOING TO BLOW UP ANY MIN. IT LOOKED TO ALL OF US THAT THE INNER AND OUTER PANES WERE BOTH SHATTERED. PLUS I NOTICED THAT THE CABIN PRESSURIZATION WAS CLBING. I TOLD THE FO TO TELL ZZZ1 CTR THAT WE WANT TO DECLARE AN EMER AND THAT WE WANT TO SLOWLY DSND TO 10000 FT. NOW I HAD 2 WINDOWS TO DEAL WITH -- MINE THAT WAS SHATTERED; AND THE FO'S WHICH WAS BUBBLED. ON TOP OF THAT; I HAD A PROB WITH THE WING ANTI-ICE VALVE; WE WERE DODGING A TSTM; AND WE WERE COMMUNICATING WITH THE COMPANY. IT WAS AN EXTREMELY BUSY COCKPIT. WE TOLD ZZZ1 CTR THAT WE WOULD LIKE TO LAND IN ZZZ3 AND TOLD THEM THAT WE HAD A SEVERELY CRACKED WINDSHIELD. I TOLD THE FO TO FLY THE AIRPLANE AND TALK TO ATC WHILE I WORK WITH THE FE. DURING THE DSCNT WE WENT TO ACR'S ALTERNATE PROC AND FOLLOWED THAT. ONCE WE BROUGHT THE CABIN TO ABOUT 5 PSI; I DOUBLECHKED THE WINDOW AND AS FAR AS I COULD SEE IT WAS JUST THE OUTER PANE THAT WAS SHATTERED. I TOLD THE FO TO CALL BACK ZZZ1 CTR AND TELL THEM WE COULD CONTINUE; EVERYTHING WAS IN CTL AND WE DON'T NEED TO LAND IN ZZZ3. THEY SAID OK AND GAVE US CLRNC DIRECT TO ZZZ1 AND WE WERE CLRED TO FL240. LATER IN THE FLT; ZZZ1 CTR OR APCH TOLD US TO SQUAWK TO 7500. I WAS HESITANT TO SQUAWK TO 7500 BECAUSE WE WEREN'T BEING HIJACKED AND I HAD TOLD THEM TWICE THAT EVERYTHING WAS UNDER CTL AND THAT THE COCKPIT WAS SECURE. SINCE THERE WAS SOME MISINFORMATION ABOUT THE SQUAWKING BEFORE; I ASSUMED THAT THEY TOLD US TO GET IT TO 7500 TO COMPARE READINGS AND SEE WHAT THE PROB WAS. ONCE WE GOT ABOUT 150 MI FROM ZZZ1; ATC TOLD US THAT THE ARPT WAS CLOSED FOR NOW AND FOR US TO EXPECT TO HOLD ABOUT 30 MINS. I TOLD HIM I WOULD CALL HIM BACK AND LET HIM KNOW WHAT OUR INTENTIONS WERE; BECAUSE I WAS CHKING THE ALTERNATE WX AND FUEL STATUS. ATC CALLED ME AND SAID THAT THE ARPT WAS OPEN AND ASKED IF I WANTED PRIORITY HANDLING. I SAID YES. I DID THE BRIEFING FOR ILS RWY XX AND TOOK THE AIRPLANE FROM THE FO. WE CONTINUED TO ZZZ1 AND LANDED ON RWY XX WITH A WINDSHEAR ALERT AND VERY GUSTY CONDITIONS; BUT WE LANDED SAFELY. ONCE WE LANDED ON RWY XX AFTER TAXI; WE SAW THE FIRE DEPT AND POLICE CARS AND THE RAMP CTL VEHICLE. GND TOLD US TO FOLLOW THE RAMP VEHICLE. THEY TOOK US TO A REMOTE AREA. IN ABOUT 5 MINS WE WERE SURROUNDED BY POLICE CARS AND THE SWAT TEAM AND THEIR GUNS WERE DRAWN. ONE OF THEM CAME TO THE COCKPIT DOOR WITH A MACHINE GUN POINTED AT US AND TOLD US TO PUT OUR HANDS UP ON TOP OF OUR HEAD WHILE THEY SEARCHED THE WHOLE AIRPLANE. THIS WAS VERY TRAUMATIZING TO THE CREW AND MYSELF. THEY EVEN TOLD US TO SHUT THE ENG OFF; WHICH IT WAS ALREADY. I TOLD THEM THE ENG WAS ALREADY SHUT DOWN; BUT THE NOISE THAT THEY HEARD WAS THE APU; WHICH POWERS THE ELECTRICAL SYS. THEY ASKED ME TO SHUT THAT DOWN; WHICH I DID. WE HAD TO SELECT TO STANDBY IN ORDER TO COMMUNICATE WITH THE GND AND THE SWAT TEAM OTHERWISE WE WOULDN'T HAVE KNOWN THEIR INSTRUCTIONS. I WAS QUESTIONED BY 3 OR 4 DIFFERENT PEOPLE.