The script writer is from the U.S. east coast (Virginia), and the script appears to be telling in that regard. Reviews at Indian Country Today are pleased at how the Cheyenne captives being returned to their homeland are portrayed. I concede that, but otherwise the movie plot is historically and geographically preposterous from the get-go. The writer apparently has never studied Wikipedia, much less read Bury My Heart at Wounded Knee by Dee Brown or An Indigenous Peoples' History of the United States by Roxanne Dunbar-Ortiz. The premise of massacre of white settlers (1) by Comanches, (2) in 1892, (3) in either eastern New Mexico or a well-watered part of other New Mexico, fails. The Comanches were subdued in northwest Texas and adjacent eastern New Mexico by the late 1870s, and thereupon fled to Mexico. Moreover, preceding atrocities alluded to and productive of Captain Blocker's initial Indian hatred were mostly the other way around, which is to say a preponderance of white atrocities (Brown, Dunbar-Ortiz, Wikipedia). I didn't catch the dialogue exactly, but at one point in the movie I thought the name Billy Dixon came up as a Captain Blocker friend the Indians supposedly had killed in savage fashion. If I have that wrong, then I have that wrong. But if I have it right, the fact is that Dixon was one of the hunters who nearly exterminated the bison, who mainly fought Indians who were trying to stop such extermination, and who died ultimately in his 70s of old-age pneumonia. Then, without going through or across the Rockies from New Mexico to Montana, which thus requires traveling through eastern New Mexico, eastern Colorado, and eastern Wyoming, the cavalry and the Cheyenne they're escorting traverse a mixture of semi-arid lands with topography, or apparent Rockies foothills with trees. They somehow don't cross many major roads or trails, somehow don't encounter many other people or signs of white civilization, and somehow miss or mostly miss Colorado Springs (where "America the Beautiful" was composed in 1893), Denver, Cheyenne, and Laramie. At best, this puts them farther east on a route through the mostly treeless and mostly flat far western Great Plains, except that's not scenery that's in their journey or the movie. Parts of the movie that weren't filmed in the New Mexico or Colorado Rockies, or vicinity, were filmed in Arizona which is not on the way to Montana.