This is just about a historically impossible story.
It reminds me of a movie a few years ago that I read about: Hostiles (2017).
It begins in New Mexico in 1892, when Comanches ae on the warpath and President Benjamin Harrison orders a Captain Blocker to escort dying Cheyenne Chief Yellow Hawk and his family to their home in Montana.
1892 was about 16 years after the last significant Comanche war party. The Comanches were pretty much reservation bound by 1892.
Decades earlier, about 1833, the Cheyenne split in to two different but closely related groups. The group that became the Southern Cheyenne moved hundreds of miles south, and by about 1870 they were on a reservation in the Indian Territory, which latter became Oklahoma.
In 1877 most of the Northern Cheyenne were moved south to the Indian Territory, but suffered from disease and other problems there. In 1878 many broke from the reservation and headed back to their old homeland in the north. The survivors were allowed to stay there and received a reservation in Montana in 1884.
I see that Wes Studi who portrayed Yellow Hawk, was born in 1947 and was probably about 68 when Hostiles (2017) was filmed. So if you imagine that Yellow Hawk was the exact same age as Studi, instead of a few years younger or older, he would be born about 1824, and would be old enough to remember his boyhood home in Montana and other parts of the northern plains, and might want to return there to die if he was one of the original Cheyenne who moved south about 1833.
Or possibly Yellow Hawk was one of the Northern Cheyenne who were moved south in 1877 but didn't take part in the exodus back north for some reason.
But if the group was travelling north from Indian Territory to Montana, why would they go southwest to New Mexico and encounter Rosalee Quaid whose family had been killed by anachronistic Comanche Raiders? Maybe Yellow Hawk & family were being kept in New Mexico for some reason.
Or maybe they wee travelling southwest to get to the nearest railroad station to take a train to Montana. By 1892 there were four transcontinental railways connecting the eastern railroad network to the west cost. By travelling east and then north on the railroads, they could take the Northern Pacific railway to Montana. But I find no evidence that they travelled by railroad in Hostiles (2017).
The problem is almost as bad in 1883 (2021) set in 1883. If the Duttons wanted to go to Oregon from Tennessee in 1883 they could take the Union Pacific Railway to California and a railroad north to Oregon, and then have to travel less than 200 miles to their destination in Oregon. Maybe the Duttons went to Fort worth, Texas to settle, but were convinced by Brennan and Thomas to go to Oregon.
But the Texas and Pacific Railway reached Fort Worth in 1876, with connections to the East. So the group could have travelled east on that railroad, and then north on another railroad to the the Union Pacific to take to California as mentioned above. There was no need for a 2,000 mile wagon train trip from Fort Worth to Oregon in 1883.
Possibly Brennan and Thomas got kickbacks from Fort Worth merchants for all the wagons, animals, and supplies they sold to settlers that Brennan and Thomas tricked into going to Oregon by wagon train. But of course the settlers would realize that they had been suckered when they came to the Union Pacific tracks sometime during their journey.