Geography.

The fictional town of Val Verde, Texas cannot be the real town of Val Verde, Texas, which is in Milham County hundreds of miles from the Rio Grande and from Val Verde County and wasn't named until 1868.

In San Antonio Texas, Mace Bishop overheard hangman Ozzie Grimes say he came from Oklahoma (which wouldn't exist for decades) to hang the Bishop Gang in the fictional town of Val Verde near the Rio Grande border with Mexico.

If Texas had the death penalty in 1867 I don't know why a town along the Rio Grande would have to send for Ozzie Grimes (who said he never hanged any Texans before) to make a thousand mile journey, taking weeks and months, to hang the Bishop Gang, unless Ozzie Grimes was a real star in the execution world.

Ozzie Grimes wouldn't have had much railroad track to ride on in 1867 so probably rode stagecoaches and horses almost due south from Oklahoma to Dallas or Fort Worth, Austin, and San Antonio. Thus he would probably have continued almost due south to the fictional location of Val Verde, Texas.

Grimes probably rode along a road out of San Antonio and then looked for a place to camp and rode along the creek bed he was seen riding along before camping. People familiar with San Antonio might be able to suggest which creek and thus which way Grimes was headed.

If Grimes followed the road that later became US interstate highway 35 it would have crossed the Rio Grande at Laredo in Webb County Texas, so we might suppose that Val Verde was in Webb County. If Grimes was headed more to the east the fictional town of Val Verde might be in Zapata, Starr, Hidalgo, or Cameron Counties along the Rio Grande. If Grimes was headed more to the west the fictional town of Val Verde might be in Maverick, Kinney, or Val Verde Counties.

The Bishop Gang crossed the Rio Grande shortly after escaping from Val Verde and a few days later reached a lawless region to the south known as the territory of the Bandolero, infested with Mexican bandits. After more travel they reached a ghost town, Sabinas I think, deserted by its population to avoid the bandits.

There Mace and Dee Bishop discussed their future travel and mentioned going to Matamoros. The city of Matamoros is in the state of Tamaulipas, and directly across the Rio Grande from Brownsville, the southernmost city in Texas. The city of Monterrey in Nuevo Leon is about a hundred miles almost straight west of Matamoros. It is possible that Mace and Discussed going to Matamoros because they thought that they were closer to Matamoros than to Monterrey.

If so, Mace and Dee would have thought that Sabinas was on the eastern side of a north-south line halfway between Monterrey and Matamoros. They probably also thought that the deserted village of Sabinas was north of an east-west line halfway between Matamoros and Tampico. I don't know if the terrain relatively close to the Rio Grande in Nuevo Leon and Tamaulipas resembles that seen in Bandolero!, but most of Tamaulipas has dry or semi dry climates, so perhaps the protagonists traveled through the most desert-like parts of Tamaulipas and/or Nuevo Leon.

There is a modern city of Sabinas in Coahuila, Mexico that could possibly have been a deserted village in 1867. Coahiuila is largely arid or semi arid, so they might have had to pass through desert like terrain to reach Sabinas.

It is a bit north of where I would expect Sabinas to be in Bandolero! If they traveled southwest of Piedras Negras on the Rio Grande to get to Sabinas, the fictional town of Val Verde might be somewhere near the real Texas villages of Elm Creek, Rosita North, or Rosita South, all in Maverick County, Texas.

Sabinas is almost due north of Monterrey, and northwest of Matamoros which is farther away. Thus Mace and Dee probably wanted to go to Matamoros instead of Monterrey because they could get a ship out of Mexico in Matamoros and its grandly named port of Baghdad.