The Saint Denis robbery because of Hosea and Lenny, losing one of the founders/leaders of the gang and Lenny who was growing in importance for the gang. Regarding the Blackwater ferry job/massacre, the ferry job definitely is the massacre. Because the Strange Man mentions Dutch killing Heidi McCourt in RDR1, and Dutch killing a girl during the ferry job is mentioned by Arthur, Javier and John in RDR2. And yes it counts as a massacre since apart from the gang members killed many policemen, Pinkertons and some bystanders were killed. Locals and press called it the Blackwater massacre.