This is the last mission of the first arc. We'll finally get to capture one of these time agents and make a stand. This means a lot of running, though. I'll also warn you ahead of time that there don't seem to be a lot of checkpoints in this level. If you die, you'll probably lose a lot of progress. Just be aware of it for now.

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Follow Dexter on his little tour. Since he doesn't explain it now, those sensor things with the blue lights will form a stable portal back to Kronotek's containment room. Follow him up to the cliff and get a good look at the valley you're about to fight through. An Indian patrol slips behind you, though. When it's time to go, pull out the assault rifle and carefully walk back to the sensors. There's about 6 archers and 2 on horses. As a side note, Indian horseback soldiers are absurdly powerful. You can easily be killed by a few of them. They are always a top priority. Other than that, it's a matter of gunning down archers and riflemen with a futuristic assault rifle and shotgun.
Push through and past the sensors. There are 4 more Indians on the other side of the fallen log across the ravine. You do need to be very careful. Any death until you kill the blue aura target will send you back to this point. It is not fun to play this level 5 times in a row because the cavalry keep killing you.
Advance down and through the path to the right. Dexter should nail the 4 Indian cavalry that are charging toward you. If he misses one, then finish it off. Just put a shotgun burst into the horse. Move down the path. Another 2 groups of 2 or 3 cavalry should come your way. There should also be 2 U.S. cavalrymen patrolling the area. They should keep the Indians pinned down. Help them out with a few shotgun blasts.
After that, you're pretty much free to choose your way up. You could go through the damaged stables, but it's much easier to go up the hill and straight to the mansion. Move carefully and use the assault rifle to pick off a few of the Indian archers. Then watch the ground for a few more cavalry. Push forward along the little slope and just get behind the house.