It was established in the episode, The Prize (1968) that the fourth season is set in 1878 (the year on the grave marker of the mother who died). But in this episode, Jarrod reads in the Grant family Bible that Grant married his second wife in 1878. He later says that the law against plural marriage was passed "two years ago" and that Mr. Grant married his second wife two years before that. That would make the setting of this episode 1882. An error, since the pilot episode was set in 1876 and "The Prize" in 1878. (The actual federal law banning plural marriage was enacted by President Arthur in 1882.)
Hebron states that he was chased out of Missouri, Illinois, Utah, then Arizona because of he is Mormon. The Mormons were chased out of Missouri and Illinois before settling in Zion (the Salt Lake City area). But the Mormon Church only outlawed polygamy in 1890 in an effort to gain statehood for Utah (which was granted in 1896). As the time setting of The Big Valley is the late 1870s (and possibly the early 1880s?), Hebron would NOT have been chased out of the Salt Lake Valley by the Mormons and the Mormon Church for practicing the sanctioned institution of polygamy. Therefore, he would never have had to go to the Arizona Territory for him to have been chased out of a fourth site.
Emilena goes to Jarrod seeking to divorce Hebron. But as polygamy was illegal in California, the State of California would have not recognized any marriage after the first, making her marriage (Hebron's second) null and void. Therefore, a divorce would have been unnecessary in California (while the second marriage would still have been recognized by the Mormon Church).