We could follow Mac and Davey Callendar, being able to switch between the two brothers in game for unique missions like in GTA. The two brothers were somewhat of a force to be reckoned with and the gang had legendary outlaw stories of the brothers from before and after they joined the Van Der Linde gang. It's all on the Red Dead Wiki.

So you could follow them, and somewhere early in the timeline they have an encounter with Younger Dutch, Hosea, John, and Arthur as a sort of Cameo mission and in this scene the reveal of why everyone admired Dutch so much, the brothers could bare witness and part ways. Proceeding to live out their own unique lives separate, living out the story of brothers true and thru till the outlaw life killed em, only later in the epilogue after falling on hard times maybe, or a life-saving run in, they would join up with Dutch.

You'd spend a little time with Jenny, and the members talked about, from before. Have a few missions for character development and story matching the campfire tales of RDR2, the moment Dutch brought Micah back to camp, then preparation of the Blackwater Massacre and then the actual Event. Killing off Mac first, and then Davey dying, and then taking over as Arthur with a more Developed Colter region to explore afterwards... Along with whatever other parts of the map they decide to develop.

The reason for the more developed Colter would be, because the gang couldn't move past that point, because the story past this has already been told. So, you could definitely explore all over the map, but the Indians talked of Canada, and above Colter could be Canada, but they could also attach a crossing the border type danger like when we are wanted in blackwater from RDR2, but only until you, do things just right and get so far inland. Some areas being easier to cross than others. This would allow for a unique story away from the Van Der Linde gang and also tie up loose ends for the complete story.