When the sergeant is shot in the right leg during the skirmish with the chasing soldiers his wound is clearly visible through the calf of his boot. Later on the wound no longer exists.
When First Sergeant Libbey shoots six of the ailing horses, he is shown pulling back the slide of his Colt .45 Model 1911 automatic pistol before each shot. When firing an automatic pistol, blowback/recoil pushes back the slide, ejecting the spent cartridge, then moving a live round from the magazine into the firing chamber and re-cocking the hammer after each shot. (That's why they're called "automatics".) Pulling back the slide after each shot will eject the fresh round out of the pistol and load the next live round, leaving every other live round on the ground. Not only does this defeat the purpose of an automatic pistol, but since the Model 1911 has a maximum capacity of eight rounds, the highest number of shots he could have fired would have been four.
The most likely reason Don Johnson's character keeps re-cocking his .45 is that blanks don't work well with real working semi-autos. But perhaps it was an intentional 'mistake' to add some drama to an already emotional scene, as the racking of the slide presages each kill shot.
At the point where Gabrielle Anwar is about to open the car door to take her father, General Stuart (Rod Steiger),home from the Army, she turns to say goodbye to Craig Sheffer's character and says, "Stay out of the brig, Lt. Buxton." It is Naval/USMC forces who go to the brig, not Army.
On the campaign ("Smokey the Bear") hat, US Army officers did not wear the large US Coat of Arms insignia that was worn on the visored garrison cap. The black and gold acorn cord was sufficient indication that the wearer was an officer.
There is no river border separating the United States from Canada in Montana. There is a Milk River in Montana that does flow into Canada, but the border is the 49th parallel, so the climactic scene could not have happened.
When Sergeant Libbey (Don Johnson) knocks off the 6 horses that can go no further, he uses an M1911 semi-automatic pistol, and each time clocks the weapon, which is not required, as each round would have already automatically reloaded.
John Libby wears the modern U.S. Army insignia for a First Sergeant, which was adopted in 1942. At the time the film is set, the 1930s, the correct insignia would have been three stripes with only two rockers below the diamond.
There are numerous Native American reservations on the way from the Sonoran desert to the Canadian border. In fact, all they had to do was go north to any one of them in Arizona or New Mexico and the story would have been over.
The distance from the Mexican border to the Canadian Border is approximately 1500 miles. Assuming that the horses could travel 30 miles per day, this journey would have been approximately 50 days. What did the soldiers do for supplies? Water? While it is possible for five experienced Cavalry men to "live off the land", it is not likely that the pursuing mechanized detachment could do so. e mechanized detachment would have run out of fuel, food and spare parts with 7 to 10 days. Furthermore, the mechanized detachment looked too clean in terms of hygiene and clothing after 50 days in the field.