Horizon's Original Surveyors
The first major deaths in Horizon: An American Saga - Chapter 1 occur at the start of the movie. The film begins in San Pedro Valley in 1859 as two surveyors and a young boy make the outline for a new town. Two young Apaches watch them, and then a bigger party of natives arrives. A traveler finds all three people dead and buries them near the river where the next iteration of Horizon is built.
The original surveyors and the boy were killed by the Apaches. Although the men did not try to start a war with the tribe, they were building on the hunting land of the Western Apaches. The Apaches killed them to maintain control of their land and warn others against building there. The next version of Horizon is still built over the next few years, with many families coming to live at the location within view of the three crosses used as grave markings for the original surveyors.
James & Nathaniel Kittredge
More death comes in Horizon: An American Saga - Chapter 1 when the Apaches attack Horizon again. Many casualties occur during the nighttime raid, including James and Nathaniel Kittredge. This part of the film focuses on the Kittredge family - James, Frances, Nathaniel, and Elizabeth - as their house becomes a central location for the Horizon residents as they fight the Apaches. This leads to Frances and Elizabeth going underground for safety while Nathaniel defies his father's orders to go with them.
Nathaniel decides to stay in the house with his father to help fight the Apaches more. This ultimately leads to both of them dying as the Kittredge house is overtaken by the attacking tribe. James and Nathaniel's deaths are not directly shown on-screen, but Elizabeth identifies their bodies afterward. They were killed by Pionsenay and the other Apaches who attacked the village. Horizon: An American Saga - Chapter 1 shows Frances holding their bodies as she says goodbye to her husband and son before they are buried. It leaves Frances and Elizabeth to join Trent Gephardt and start a new life.
Walter Childs
Another major death in Horizon: An American Saga - Chapter 1 occurs when Walter Childs is killed by Caleb Sykes. Walter is introduced as part of Lucy's storyline after she takes her son and nearly kills Mr. Sykes. Lucy married Walter Childs, who was in the process of trying to sell their land. They go to a meeting to try and finalize a deal, and it is only after arriving at their destination that they learn that the deal is a farce. They had been brought to the house as part of the Sykes brothers' search to find Lucy.
Walter does not know about the history between his wife and the Sykes family, so he repeatedly tries to step in when they begin harassing her. After repeatedly ignoring their commands to stay out of the way, Caleb hits him in the back of the head with an object. This unintentionally kills Walter, as he bleeds out on the floor of the cabin in front of Lucy. Walter's death was not necessarily part of the Sykes brothers' plan, but his survival was not mandatory either. His fate leaves Lucy without her husband from this point on.
Caleb Sykes
One of the biggest deaths in Horizon: An American Saga's Chapter 1 occurs when Caleb Sykes is killed. The younger of the Sykes brothers finds trouble when he is sent into Lucy's town to try and find her son. Caleb meets Hayes Ellison on his journey up the mountain searching for the son. He attempts to befriend Hayes to some extent and exerts his power over him, but the horse trader becomes irritated with his behavior as they progress to the same destination. Caleb goes to Lucy's cabin looking for her son, while Hayes goes there to see Marigold.
Once Caleb's threat to the son and Marigold's safety becomes clear, Hayes draws his gun to prepare for a duel. Hayes shoots Caleb first, but the Sykes brother does not die immediately. They continue shooting at each other around the top of the mountain until Hayes kills Caleb with several more shots. This puts Hayes, Marigold, and the baby in danger, as Hayes suspects that others will come looking for the man he just killed and want revenge. Hayes, Marigold, and the child leave the town shortly thereafter to try to find safety from the Sykes family.
Does Lucy 'Ellen' Harvey Die In Horizon?
There is a question about if Lucy dies in Horizon: An American Saga - Chapter 1 too. Her fate is not explicitly confirmed either way after the events that transpired between her, Walter, and the Sykes brothers. The movie shows Junior Sykes returning to his family with Caleb's body, but Lucy is not shown to be with him. It is possible that she is still alive and in the family's custody. However, there is also the potential that the Sykes' killed Lucy if she no longer serves a purpose to them.
Since Lucy would not be able to help the Sykes family track down her son, she is not a major resource to them. It would also make sense if the Sykes family killed her, considering she nearly killed the father in her escape. Marigold even mentions at one point that both of the baby's parents are dead. This could be speculation on her part based on the circumstances, but there is also the possibility that news of Lucy's death spread across the land. Future installments should confirm her fate in Horizon: An American Saga - Chapter 1.