Al Sieber died in 1907, not during the hunt to capture Geronimo.
Al Sieber was not on the mission that located Geronimo and brought him in. Sieber had stayed on the San Carlos Reservation. The column that searched for and located Geronimo was actually led by another infamous Army Scout, Tom Horn.
The steam locomotive used to transport the Apache band at the end is an oil burning locomotive. A phony load of wood sits atop the tender's fuel-oil bunker. The engine is making thick black smoke, an indication of an oil fired locomotive. Such thick smoke is an indication of poor fuel burning, something movie directors request, but hardly real-world practice. Properly operated steam locomotives make much less smoke, regardless of whether fuel is wood, coal, or oil.
When confronted in the Mexican cantina, Schoonover states that he is from Brewster County, TX. Brewster did not exist until it was marked off from Presidio County in February 1887, whereas this scene is set prior to Geronimo's surrender in September 1886.
Britton Davis resigned from the Army before Geronimo surrendered, not after.