Hi Ricky - I'm a huge western fan so here it goes.... Okay, I tried reading your short with the headphones on but just couldn't concentrate, so off it went.
I wonder if the music and the timing influenced how you wrote TOO much. It seems very rushed, yet overwritten. A lot of detail to set scenes but no character development. You could add much more dialog and give us more white space. The comments by Aaron were so on the nose and unnecessary. Maybe make Bonnie nervous because it's her first time on a train?
Too many unanswered questions: Where did Casey go? Who shot the engineer if only one robber boarded the train? Is that where the other rider went? Back then, it took more than one robber to rob a car full of gun toting passengers.
Your formatting is good but lose the scene numbers, the transitions, and all the continues/cont'd - they're not necessary at this stage. Remember too that your action narrative should be two to three lines max.
It's cool that you're inspired by music but I think it might have hurt the story by being too constraining. Perhaps just add that too the title page as 'Inspired by...'. That way you'll have the freedom to write at will.