There's a way around that one without killing him. Won't spoil it.
The game is amazing but there's a lot of little things that drive me crazy. Hunting, for example. Is there actually any purpose to it? It just seems like the amount you get for selling pelts is miniscule compared with the effort you have to put in. I clean killed a grizzly with a scoped rifle and only got about $5 for it.
There needs to be a better fast travel system. I unlocked the fast travel map in camp but it's not enough. It took legitimately half an hour to ride to where Flaco was, complete that quest and get back to civilization. No trains or stagecoaches around.
I'm also on chapter 3 and still haven't found a trapper. Also, what's the difference between stowing an animal you killed and skinning it right there?
I haven't had that much trouble with bounties. You need to just do your thing and get out quick, which can oftentimes mean you're leaving valuables behind. The second side business I robbed I learned my lesson from the first one. I put on the bandanna before walking in, went in late in the evening and got out of town fast. No bounty.