Note: The events of Red Dead Redemption and Red Dead Redemption 2 are not considered part of the same canon as Red Dead Revolver. The following description is therefore not contiguous with the preceding section on Red Dead Revolver.

From Red Harlow's wiki page.

It’s a bit confusing. Red Dead Revolver’s story itself is NOT canon with the Redemption Games. But you’ll notice that Red Harlow (the main character of Revolver) seems to still exist somewhere in the Redemption Universe, this is evident by the fact that NPCs will make comments and exchange stories about him. He seems to be something of a campfire story or an urban legend in the Redemption Games. Hope this helps.