Thank you @Dizzifish!
I had read that bio on him from the Devereux website years ago. It quotes my grandfather, Clifford Scott. I suspect that the story is full of half-truths, but it may be a direction to go in. I mean, I don't think he's a direct descendant of Robert Devereux, Earl of Essex. And the pony express was only active from 1860-61, and it is not hard to look up the employee lists (and he's not on them that I can find). But it's worth looking at these leads, in any case. Thank you for that reminder!