Hey, doing the Band of the Hande quest with my second character and after I spoke to the Colonel in Fort McMurtry, I turned and Private Hensen was right there with his men for the next part of the quest.

However, I didn't talk to him right away. I went on to finish up a different quest first and when I got back, the Private and his men were gone. The quest arrow still shows them there, but they're not there.

I'm thinking this is probably a glitch.