I mean realistically speaking. I don't think there was a second rat. The Saint Denis heist is obvious as to why they got caught. The gang was hitting up every bank or score they could, they knew the gang was making it's rounds in Saint Denis because of all the activity like the ferry hiest, and Angelo Bronte. The Pinkertons new the bank in the town was going to be the place they hit. And when they deduced the distraction with Hosea was a distraction and immediately rounded him up, with Hosea telling Abigail to run, sacrificing himself so she could get away. The reason the Pinkertons didn't kill John is they probably tried to get info out of him and he didn't talk. Dutch thinking that bank job was a setup was just him acting paranoid. He was already paranoid before that with John and Abigail, there's a few encounters in chapters 2-3 and 4 where he pretty much tells John "the gang comes first, not your family I hear whispers you plan on fucking off". The bank job ending the way it did, just reinforced those paranoid delusions in his head and why he didn't want to save John.