I've read of Lehman's captivity in On the Open Range by J. Frank Dobie. My copy is durned near wore out as my Grandma from Dallas gave it to me when I was a kid. IIRC, his parting with the Comanch was after he was forced to kill their tribe's medicine man after he wouldn't leave him alone for some reason I've forgotten. Lehman took the evil native's Winchester and killed stuff with it until the ammo ran out and then hid it in a cave, IIRC.