As fantastical as this passage may sound, most of the details McCarthy provides are historically accurate, and based on a particular event: The Great Raid of 1840 [1]. A thousand Comanche warriors conducted an extremely deep raid into Southeast Texas, where they sacked the port of Linnville. An exceptionally large amount of trade goods were present in the port that day, including clothes bound for various settlements across the Texas frontier. The bits about umbrellas, stovepipe hats, and even the wedding veil come directly from eyewitnesses to the raid. The bit about a Comanche warrior wearing the armor of a conquistador is also real [2]. The Comanche were known for being exceptionally flamboyant, prizing extravagant clothing dyed in vibrant colors. It must have had quite a psychological effect on their enemies.
Loved Empire of the Summer Moon. Totally different kind of book, far more accessible than The Comanche Empire with more narrative and a fascinating storyline.
The Comanche Empire is more of a history textbook.
IIRC, I found The Comanche Empire by looking at the bibliography of Empire of the Summer Moon.
[1] https://en.wikipedia.org/wiki/Great_Raid_of_1840
[2] https://www.google.com/books/edition/Comanches/Cqh8qSexvU4C?...