DBWI: Aaron Burr's schemes failed?

Aaron Burr is the hero of two countries, first for his actions seizing Natchitoches, Louisiana for the US and again against the Spanish in Mexico during the Mexican War for Independence. Alternately considered a hero, lunatic, and martyr, his legacy looms large over former Spanish lands in North America. But what if his original plans in Louisiana had failed? Would he still be remembered for anything except his vice-Presidency and shooting Hamilton, or would he have returned to Washington and continued his political career there?
 
His ambition and military skill means he was probably destined for either greatness or utter failure, with no middle ground.
 
I agree with @Balaur , but I'm not sure what failure would look like for Burr. Perhaps he would fail to gather troops at all, return East in ignominy, and become another failed New York politician like his rival Hamilton. Perhaps he'd be defeated at Natchitoches and (given the valor he demonstrated OTL) die in battle, becoming a hero of future filibusters. Or - as implausible as it seems - maybe his scheme would be intercepted by US authorities. Until his forces arrived in Spanish territory, it wasn't clear to any onlookers where he was going or what he was doing. Several Kentucky officials were concerned he was even planning a rebellion against the United States! Perhaps Jefferson - who never trusted his Vice-President after the runoff election of 1800 - would listen to them? We might even see a sitting Vice-President indicted for treason by a political rival... which, I'm afraid, would lead to a United States with far less democratic legitimacy and less independent judiciary.
 
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