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"NOW, DANG IT, RIDE!".
Indians are Indians, though they wear the green sweater and overalls of civilization and set upon their black hair the hat made famous by John B.Stetson.You may meet them in town and think them tamed to stupidity.
You may travel out upon their reservations and find them shearing sheep or hoeing corn or plodding along the furrow, plowing their fields; or you may watch them dancing grotesquely in their festivals, and still think that civilization is fast erasing the savage instincts from their natures.

You will be partly right--but you will also be partly mistaken.
An Indian is always an Indian, and a Navajo Indian carries a thinner crust of civilization than do some others; as I am going to illustrate.
As you have suspected, the Happy Family was not following the trail of Ramon Chavez and his band.

Ramon was a good many miles away in another direction; unwittingly the Happy Family was keeping doggedly upon the trail of a party of renegade Navajos who had been out on a thieving expedition among those Mexicans who live upon the Rio Grande bottomland.
Having plenty of reasons for hurrying back to their stronghold, and having plenty of lawlessness to account for, when they realized that they were being followed by nine white men who had four packed horses with them to provide for their needs on a long journey, it was no more than natural that the Indians should take it for granted that they were being pursued, and that if they were caught they would be taken back to town and shut up in that evil place which the white men called their jail.
When it was known that the nine men who followed had twice recovered the trail after sheep and cattle had trampled it out, the renegades became sufficiently alarmed to call upon their tribesmen for help.

And that was perfectly natural and sensible from their point of view.
Now, the Navajos are peaceable enough if you leave them strictly alone and do not come snooping upon their reservation trying to arrest somebody.