Not sure if this was an unintentional softlock or some unfinished "ending" that was planned.
If you go the booze from saloon route, then purchase about two hexshot's from the grocery store, kill Winston before he gives us more, and go through the back alley ladder to get the Dowser Bible, the game will in a softlock state, and you're pretty much stuck dueling Van and unable to progress to the train, as he will not comment Bonnie got no ammo at all and shoot us straight
If you're reading this, I recommend you don't take this route unless you want to get softlocked.
edit: I found out just being rude to Van (the Redstar) and him calling Bonnie "just a stick of dynamite" is enough to soft lock the game, as he won't give you any ammo
Edit 2: It turns out there are many ways to softlock the game during Van's dialogue with Bonnie, and I realized someone has stated this as well