Thinking about Lenny and Sean.
Thinking about how Sean, representing the liveliness and optimism of the gang, has to be unavailable in Colter, just so that we, upon arrival in Horseshoe & his return to the gang, can really remember Colter as a dour opposition to the light, fun, easiness that is Horseshoe Overlook.
Thinking about how Sean is the last to be introduced and the first to die; how he HAS to be the first to die, as the most light-hearted, easy-going, fun-loving one of them. Every camp after Clemens Point is decidedly more dour, less light, mirroring what they have lost with his death. Even the two parties are noticably different, from Sean's party in Horseshoe being genuinely fun and full of hope, to Jack's party, while starting as well as one could hope, being marred by anger and sorrow; fights, and sadness, and quiet. It ends in a storm which cuts the party off; sends everyone inside and to bed, where Sean literally stays up singing and drinking until light. The game is telling us that things are no longer the same, through the environment. Things have changed, irrevocably, and they will only get worse from here on out.
Sean dies at the game's halfway point; end of chapter 3 of 6. He is the first to die of the gang members we truly get to know. It is surprising and jarring and grotesque. The effect is IMMEDIATE, although subtle, but absolutely there. Sean dies, and the dread starts creeping in. His death is the underlining of Arthur's kidnapping; Arthur might be fine for now but that doesn't mean things aren't getting worse.
Then Lenny, who alongside Jack represents the future, and the gang's hope. Note how they're both acknowledged as exceedingly smart; Jack for his age, and Lenny just in general (though he is also young by everyone's standards), and that Hosea is fond of both of them. The critical difference is that Jack represents youthful innocence in a way Lenny doesn't; Lenny is fully aware of what the gang is, what it does, and why it exists. He is seen talking about and understanding the societal factors that have led him to this way of life; specifically pointing out the impact of slavery and its abolishment on his quality of life as a black man.
Lenny is the only one who can be seen challenging Dutch at an intellectual level. Lenny dies, and there's little rationale left in the gang. And we are immediately treated to watching the start of Dutch's more rapid decline in Guarma. Lenny is buried next to Hosea, the (arguably) oldest gang member, with the most experience to guide them. There goes the future and past of the gang; the only voices which arguably could've made a difference.
He is also, notably, the only death who is not given a cutscene. Blink and it's done, and you're left in shock and disbelief, watching Arthur stay until the last second to not let the youngest member of the gang die alone.
So what's my point here? Well, I think it's worth pointing out that these two, alongside Molly, are the ending notes of chapter 3,4, and 5, all setting the tone for the chapter to come. Each signify the further detoriation of the gang -- they lose something with each death; a life and gun, sure, but also what that person in part represented. Optimism, reasonability, compassion. And each death is brutal; sudden; jarring, in distinct ways. Then, at last, Arthur is the final death, at the end of chapter 6. The gang is already done, by that point.
I also in part think it's interesting that part of the reason Sean and Lenny die is their own flaws. Sean's easy-going inattentive nature leaves him wide open, too busy making a quick-witted quip to keep an eye out -- even when Arthur, the most senior member among them, makes it clear something is wrong, which SHOULD put one on guard in that situation. Lenny, who believes himself lucky and intelligent, also has a sense of arrogance and recklessness which has him running headfirst into danger without looking.
I love them a lot, but I think their survival inherently would mean a very different story from the one RDR2 is. Also think they absolutely would have sided with Arthur in the end, but those are both completely different rants I'll save for another time :'^)