Continuity mistake: The Civil War battle scene has trees already turning fall colors, and the cornfield is already showing frost damage with dying top leaves. The likely timing for scenery such as this would be about mid to late September. There wouldn't be enough time for Dunbar's leg to heal, then travel 1000 miles west, then establish rapport with the Sioux, then go on a buffalo hunt, then move to winter quarters before snow flies.
Suggested correction: Maybe he recovered over fall and winter, then traveled west in spring?
Dunbar tells the Army soldiers that have him captured that he arrived at the fort in April.
Corrected entry: When Timmons is shot by the Pawnee, the arrows disappear from his wounds as he crawls around on the ground.
Correction: Timmons is shown staggering around on foot, with arrows visible in him. He is never shown crawling, and the arrows never disappear.
I just watched this scene, there's a shot following the departing Pawnee that lingers on Timmons' supine (and scalped) body, and the three arrows that had been lodged in his chest and stomach are indeed missing.
The arrows would be missing at this point because the Indian would have retrieved them.