Red River became a county March 17, 1836 as one of the original 23 counties (originally created on Nov 11, 1835 from Nacogdoches, established as a municipality by Mexico). All of which means that county records prior to March 17, 1836 will be in Mexico.
I didn't find anything for him in Ancestry and FamilySearch.
James A. Baker
Born: 1810., Arkansas
Married: 1836, Arkansas Lovina Louise Ivey
Died: 1838., Texas
Source: Waylin_SGoodman Family tree, ancestry
I'd say that he died in Red River County. You won't find a death record for him but Spanish deed records 1834-1838 are on microfilm.
The marriage records in that county start in 1846 so that's no help.
There are probate records starting in 1838 and tax records starting 1838.
The above records are on microfilm at Paris Junior College, www.tsl.texas.gov/arc/local/redriver.html
. You must contact your local public library and ask them to request the microfilm via inter-library transfer. When they arrive, you can look for James Baker.
These records also might be on FamilySearch under Collections. They won't be indexed so you'll have to scroll through them.
Lovina married in 1842 in Red River Co., Wade Hampton Hudson.
Robert Pinkney Baker Hudson b. 1838 Red River Co., died 1888 in Wise Co., TX.
Source: same family tree as above
To find out if James was killed by Indians you need to find early county history books and Texas books about the original 23 counties.
You might want to contact the Red River County Texas Genealogical Society, www.rootsweb.ancestry.com/~txrrcgs/
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