Indian horses were not shod. But any horses stolen by the Indians or purchased by them might have been.
There is a closeup (two, possibly) of the younger of the two men who were left with Zach Bass. They are hiding from the Indians, before Bass is left for dead. He is looking down the barrel of his flintlock musket (or rifle) and there is no flint in the cock, which would make it impossible to fire.
Richard Harris is carrying a smooth-bore musket, not a rifle. No trapper on the 19th Century frontier would rely upon the inaccuracy of a military musket. In 1820, he would have had a Pennsylvania Long Rifle, perhaps military rifle, such as the 1803 Harpers Ferry.
As the movie nears its conclusion, an Indian war party numbering by the score, attacks John Huston's party. War parties in the Upper Missouri Indian nations only numbered from a handful to dozen or so. War parties would only reach these numbers after a prolonged exposure to Western warfare, and that would be in the post Civil War era, out of a necessity of self preservation.
The Arikara chief speaks Lakota instead of the Sanish language of the Arikaras.
Even though Bass covers his fire with snow when the birthing party approaches, they would have smelled the smoke well before he could put it out, unless they were upwind of it.
Therefore, the viewer is to assume they were upwind of Bass. (Per IMDb Guidelines, "Always try to explain the error away before you decide that it's definitely a mistake.")
There's a scene where Muscovy ducks are shown in a lake. However, this film takes place in North and South Dakota in the United States. Muscovy ducks are native to Mexico, Central and South America.
Bass tracked the expedition over mountainous terrain despite the fact the ship could only be pulled on flat valleys. It is quite possible that Bass knows, generally, the spot where the trappers must go to get to the river. By taking short cuts across the hills, Bass might hope to get there in time to find the trapper party, which is just what happens.