From a cultural perspective, this film has well documented issues, so I'm sticking to the facts:
The premise of this movie is absurd. In 1892, train service from New Mexico to Montana was available via multiple routs. DILEMMA SOLVED with a handful of train tickets. All aboard to the movie playing in the theater next door!
Also by 1892, the Indian wars were over. The Indian threat in the West was virtually nil. Comanche raids were unheard-of in the 1880's, let alone in 1892! It takes 30 seconds to Google that stuff before writing.
If, for some non-existent reason, a small Army detail escorting prisoners was authorized to hoof it from NM to Montana in 1892, they would take well-worn trails and roads, resupplying at about 20 spots along the way. A 1000 mile, off-road odyssey would take 4 month. Two mules packed with supplies?? That gets you about 100 miles out.
Off-trail blazing through steep mountain timber? The rout depicted is fantastical and absurd. I'm surprised their horses weren't tight-rope walking the Continental Divide for the entire trip. That would make for some nice cinematography, also!
Why the heck did the lady remain with the Army escort for the entire flippn' trip to Montana? Army won't allow that, no matter how bajiggity she is. They would have dumped her in the first of a dozen towns along the way. Besides, didn't she want to notify someone that HER ENTIRE FAMILY HAD BEEN MURDERED!?
HEY, West Point barista! Next time yell for help when a crazy dude attacks you in the rain? Didn't they teach you this advanced technique at West Point? 5-minute fight scene in front of tent city and all you had to do was yell "Yo, this shackled, pneumatic, hypothermic psycho is somehow kickn' my arse!"
Why did sage-betty continue to sleep in tough guy's tent after hipster-beard died? That leaves one tent up for grabs! Ah man, I'm getting all worked up now!
I can't comment on the rest of this movie because I walked out.
Bale and Pike are super talented and do their best (giving each a star for performance alone), but this film takes itself so seriously that it was impossible for me to get past the bologna. I couldn't even make it to the ending.