It's Christmas eve and the posse is traveling overland from Roswell to the Santa Fe and El Paso rail line to the west, there to... well, they'll figure it out when they get there. Camping that night, Elder Tanner is on midnight watch and sees a bright star in the east! Actually, it's to the southwest, and seems to be a flare of some kind, already falling and fading in the night. He wakes the others, and they decide that it being only a mile or two away they'll go see who shot it off.
Cresting a ridge, they see people apparently searching around a campfire down below in the gully, as well as searching the opposite slope. Tobey, with her undead night vision, is able to see that these are Guardian Angels, including two actual angels like they met in New Orleans. They seem to be searching the boulder-strewn slope opposite. Also around the fire are a large number of corpses.
Spotted, the posse takes up firing positions. Tobey gets a few shots off, knocking down one robed cultist, before Cady casts a protective spell on herself which causes her to get up and yell loudly that this is the Black River Gang and the cultists should be afraid. To everyone's surprise, the leader calls his men back in and they quickly retreat to the west, and aren't seen again. Cady uses another spell to keep an eye on them, and casts it so well that she sees them leaving, and Rabbi Toshev, who is hiding on the other slope with a little curly-haired girl. She also sees that the angels are really demons, but that a chip of stone in the leader's pocket is making them appear to be angels... and isn't that a chip of Grimme's altar?
Anyway, they go find the rabbi and he's sorely wounded. Elder Tanner is however able to miraculously get him back on his feet. They retreat to another camp, and in the morning bury the bodies of the rabbi's companions, then set out to the rail line again and thence down to El Paso. The whole trip takes another five days or so.
During the trip they hear the rabbi's story and tell him a lot about what has been happening to them. He tells them that once they left Lost Angels, Grimme imprisoned everyone who had traveled with them and interrogated them about the posse. Toshev remembers Grimme asking him about the posse - how they would react to betrayal or the murder of a friend, what they would do in various situations, everything he remembered about them. Eventually he escaped (they never ask how) and decides to take his people out of the city. Grimme's cultists have pursued them across the desert, and finally caught up with them on Christmas Eve, leaving the rabbi and little Rebecca the only survivors.
In turn, they tell him pretty much all the significant things that have happened to them - their deaths, the tattoos and the coins and the evil master, stealing the gun, the strange dreams that Elder Tanner has been having. As something of an expert at dream interpretation, the rabbi has some interesting things to say about the dreams especially.
He thinks that in the Aztec dream the dying high priest was perhaps some good agent intruding on the dream, and the trapped hummingbird represents that the entire dream is perhaps a trap for Elder Tanner... and that he may have fallen into it by killing. He is also interested about how Coyote acquired the dream that sent them after the gun. Perhaps he found it because someone left it for him to find? This leads to the idea that perhaps someone wants them to take the gun, which leads to the idea that if they shoot Grimme, who they once served, with the gun which is made from the coins of Judas, they are placing him in an position uncomfortably symbolic of Christ. Maybe he is sending the dreams in an attempt to goad them and especially Elder Tanner into this action.
Finally they engage in some divination. Tobey asks who they should use the gun on, and gets the information that the gun is not to be used at all. Once they get to El Paso, Cady takes a darker route, and invokes the Flayed Dog in order to find out where Elder Tanner's dreams come from. The Dog tells her that the ones he is aware of come from Grimme. As his payment, he demands that she open her box. She gets Vorpwhistle (because he would want to see) and opens the box, discovering a tiny thing nestled in one corner, like an iridescent butterfly wing. As she watches, it sublimates in the air, briefly filling the onlookers with hope. Then it is gone, and they feel a crushing weight of despair descend upon them.