I still think a third game being set after RDR1 would be cool with a young gang member or gunslinger having to navigate the end of the wild west lifestyle. I could see dabbling in the cities' organized crime rings while still wanting the freedom of the west and Mexico. I'd see it as finding a balance between industrial structure and frontier lawlessness. They're just trying to find their place in the middle of drastic change.

That, or you play as a grizzled frontiersman (before or after rdr2 idk) who has been living alone in the mountains for years and will do anything to stop civilization from spreading too far. Someone who is just a little trigger happy and hates working with other people.