I agree, you wouldn’t want to change the old west dynamic toooo much, which is why I think War of the Worlds is specifically the right approach. It was written 1895-97 I believe, and RDR2 is 1899, so it’s the same era. No hover horses! Maybe an alien steed of some sort which would be very similar to the horses in how it reacts to the world.
The apocalypse with the Four Horsemen could be neat, too. I always loved Hexen II from way back in the day (where the Four Horsemen are bosses).