The Four Feathers, I also found interesting it being set Montana. (Remember, the British got decimated by Custer when they try to attack head on and for the rest of the war in Montana was the British cavalry and US Fifth Cavalry patrolled the border.)
It wouldn't be that far-fetched of an idea I think. It could take on a different title and have a different plot. Theme of courages and cowardice can still be a main focus in the story, but told in a different way.
Side-note - Historically, this is a pretty interesting time for Charles Gordon to be here in North America. By this point in his career, he had already served in China and had already been Governor-General of Sudan. He retired in 1880 where he was offered numerous positions, but declined many of them. He was not a desk-man it seems and he preferred action. By 1881 he would have either been in England with family and friends, or in Mauritius overseeing construction of forts, of which he was described as "dying of boredom". A war in North America could have been a chance at action despite the thought of him allying with the Confederates - he was a staunch abolitionist and could have gone to Canada for personal reasons if it meant that the South would abolish slavery in exchange for victory.