Episode 1 ends with this revelation. The Teagues tell Audrey that they helped bury the Colorado Kid.
But the coffin is empty... and it also has a warning "find him before the Hunter". A warning left by Lucy herself. When exactly did she write this? After they buried him, or did she go back after he was buried, find out he was gone and then it's when she wrote it? So, is the Colorado Kid still alive? Was his death all those years ago staged?