Wait a minute...I figured it out!!!!!
Not that it's a big stretch but this morning I was brushing my teeth and thinking about this film...then it hit me. For those of you who already got this, I have to apologize as maybe these plot holes take a little time for me to fill.
Dolph was an avenging angel coming back to town to right past wrongs. That is why he has no fear whatsoever of the evil townsman, never gets shot, and never seems to run from anything for that matter. He is a saint doing God's justice. His biggest pain is that he can never open himself up to his daughter (the young Britney Spears girl)because he is in reality, a father that has moved on to the other side. Hense..when he says to her.."Sometimes it's better that way." There are also other moments in the film which tell this story as in...the indian claiming an omen would come in the form of evil following a blonde man that would come into town...and the obvious fact that Enos says he was dead a long time ago.
If you think about it this way, this movie now makes complete sense and is actually quite good as it doesn't tell it to you straight but makes you figure it out. Good job Dolph.