An Indian fires an arrow down at the stagecoach. Yet, when it hits inside of the coach, the arrow has hit where the inside of the wall of the coach connects to the ceiling of the coach and is pointing at an upward angle.
When the bound together Ware and Sawyer try to get into the bar where Lucille Ball is holding up, two arrows strike right above them in the middle of the right door. Moments later, just as they are able to gain entry into the bar, the two arrow are now each in the right and left doors, and at the top.
Most of the headdresses of the Apaches are actually those of the Plains Indians.
Though the self-proclaimed year of the film is 1868, the sidearm of choice of everyone is the 1873 Single Action Army (aka The Peacemaker).
Conceivably, an arrow fired at the stagecoach from the rear could glance off something. penetrate the hat and then lodge in the corner of the passenger compartment. The problem being that neither of the Indians who loosed those arrows were leading the fast-moving stage enough to hit it at all.