For me, the stagecoach mission trough Apache country was bugged. When you need to shoot the TNT barrel to clear the debris, you'll die instantly. My workaround for this is to use GUN's secret debug menu. Here you can select a mission or checkpoint further ahead into the story to get past the softlock.

To enable debug menu you'll need to download the files "pakhi" and "paklo", link is in the description of this Youtube video: https://youtu.be/tHm1wgKWka0?si=ZlCOUhdAdwmbgKtF

Paste these files into this folder: C:\Program Files (x86)\Steam\steamapps\common\GUN\data (or wherever your GUN is installed)

When you're ingame just go to the menu and select options>debug>missions>whorecoach
And after that you go options>debug>checkpoints>rail-mid

You'll skip a small part of the game, but you're past the roadblock!
I hope this helps :)