This looks like a great setup for a Western story with a twist.

I have to point out, though, that a bullet to the shoulder will wreck it completely. It will blow through bones and nerves, and Emma won't be able to use her arm for the rest of the story... if not ever. If you have to have her use her arm, I'd recommend the classic grazing wound to the bicep or tricep on the upper arm. The wound might heal (mostly), if you can avoid infection, and you won't have to deal with broken bones.

Also, the sudden appearance of the gunmen at the mouth of the canyon comes as a bit of a surprise. There's no lead up to it, and no sense that Emma was shocked ether. I'd stretch that scene a little bit, have Emma spot the horsemen first, wonder why they're there, then have the horsemen aim at Emma and the Marshal. This gives the reader a bit more time to adjust to the changing situation, and gives him a peek into her mind.

Good work with the story, and I look forward to the rest.