Sorry it's taken so long to get to this Garry. Hopefully, you're still on the boards.
I found the premise of the story to be very unique. A wild west road show in England has a lot of room to play with. I hope to finish it soon, but I do have some things to point out.
For starters, you've written more a shooting script, rather than a spec script. Leave out all the CUT TOs. For that matter, most of the scene headers are not necessary. Use them only when you're cutting to a different part of the story. You don't need a new header each a character enters a new room.
A big I problem I had was that your story has no flow to it. Each scene end abruptly and then the next one starts. You need to work on your transitions. Things need to flow.
Another problem I found is that you describe things that cannot be recorded by the camera. If the camera can't shoot it, you shouldn't write it. Examples of this include:
PAGE 20: HETTIE just looks tearful she has seen this stick before.
PAGE 19: Probably for the first time in DAN's life he is frightened.
PAGE 10: In fact, DAN is generally a very angry man.
If you want to portray a certain feeling, the character has to act it out. Saying he's always angry just isn't enough.
Finally (and this is easy to fix), you only capitalize a character's name when you first refer to that character. By capitalizing it, you're telling the reader that you're introducing them. Write them normally after that.