After Lucas kills the gun thug near the beginning, he cycles his rifle by spinning it, yet no spent round is ejected. This reveals it was an unloaded prop gun.
When the marshal fires his 45 into the hay twice, the gun does not recoil at all, indicating it was firing blanks. This error is repeated when Lucas fires his rifle at the bales.
The marshal uses striations on the bullet to match it to a gun. While crude bullet identification dates back to 1835 when guns were hand made, circa 1882 guns were factory produced. The technique used by the marshal was first recorded circa 1902.
When Lucas fires his rifle at the hay, the angle is too high- he would have missed the bales completely.