Why does Sam get up well before sunrise?
It’s an awful thing to hear a strong, desperate, fat man scream uncontrollably in a cave at daybreak. I jumped up to see what the matter was.
Sam is awakened by cries that he describes as ones that women terrified by ghosts make. When he jumps up, he sees Red Chief straddled over Bill, pulling the hair from his crown in one hand while he readies his other for "realistically trying to take Bill's scalp." Evidently, the red-haired boy has taken his role as Red Chief seriously and is fulfilling the pronouncement from the previous day that Bill is Old Hank from Buffalo Bill's show and is the prisoner of Red Chief; he has been sentenced to be "scalped at daybreak."
This episode is part of the ironic humor of the story of two con men who kidnap a wealthy banker's son in the anticipation of a fat ransom; however, the little redhead is an enfant terrible, excited to be able to terrorize Bill and completely uninterested in going home and back to school.