So, sometimes when you are riding out, you can encounter a lady who is trapped underneath a horse. When/if (but presumably when because most of us are good boahs) you ride her to Valentine, she will tell you she was looking to become a seamstress. She told Arthur about the dodgy offer, which he obviously warns her is dodgy.

When you go to the Rhodes gunsmith, the man will have kidnapped some guy, making him his makeshift some to compensate for the fact his son is dead.

The same gunsmith has dialogue saying he is looking for a seamstress, a “white one of course”. So using the information I’ve gathered, he could’ve planned to kidnap the poor lady had her horse not died.