Several key questions are left unanswered.
Some are, as promised in the headline, fact-based Things You Might Have Missed.
Some are more in the realm of evidence-based speculation (Things That Probably Mean Something).

Credit: Netflix (3)
And a few are rather far-out fan theories (Here’s What Some Think That Meant).
And so, in roughly chronological order (Spoilers):
1.
The reason he reacts so negatively is, perhaps, superstition.

Had to lock him in the vault there.
Marshall don’t come through but once a month and he just visited the previous week.
Had to billet that scab for what, three weeks?

Applying a poultice of wet leaves and urine.
He’s in Yuma now, busting rocks, still a little gimpy from what they say.
Fella by the name of Shively unless I misremember said his Papi was fr from France."

Speaking of which, that chicken might not actually be able to count.
The Impressario never actually tested it.
The heavenly green valley in “All Gold Canyon” was actually filmed near Telluride, Colorado.

One fan theory is The Prospector actually died after he was shot by the wannabe thief.
So perhaps, the theory goes, he died and everything that happened afterward was some kind of afterlife.
The former is from Stewart Edward White and was changed dramatically.
you’re free to read them both in full at the above links.
All three of Pierce’s children died before age 12, each for different reasons.
The dog’s first owner (Jefferson Mays) dies suddenly and inexplicably.
It’s almost like the dog is a harbinger of doom for whoever owns it.
But there are two different theories that seem rather likely.