The nature of Billy Bob Thornton's character

A little bit of mystery surrounds the protagonist, Valentine Casey (played by writer/director Dwight Yoakam), in that he was officially certified as dead by the US Govt in the Spanish-America War in 1898; and yet he turns up as a marshal in the Tucson Territory years later. As the story progresses, it's clear that he's a man who somehow survived his wound in Cuba and favors the idea of being thought dead, perhaps due to his link to the dubious Henry clan as a sort of adopted 'son/brother.'

By contrast, Brig. Smalls (the character played by Thornton) speaks as if he's not of this earth, like he's either a ghost or an angel. Since he escorts Adalyne (Bridget Fonda) to the marshal's Tucson Territory, he could be interpreted as divine intervention to provide Valentine Casey the love of his life and his future wife. In other words, he's an angelic being working as a courier.

Any thoughts?