Suicide by Apache
All along the way, it seems to me, Thursday knew he was making foolish command decisions, right up to the point where he lead his troupes into an ambush. He had been warned, yet failed to head the warnings and wisdom of York and Collingwood. He was well aware of the outcome.
Why he would lead his men to their deaths is only speculation, when it is obvious that his mission was suicide, not conquest.
When Cochise returned the regimental flag, he was telling York that this was not necessary. What was Thursday trying to prove? And what was Ford trying to say by glorifying him in the final scene between York and the reporters?
(Didn't you want York to take Thursday across his knee and give him a good spankin'?)