Hi there,
I'm sure Yellow Moon and Little Moon can be put together, they were designed to complement each other. If you want to create a Western scene with these figures, both Crow indians of about late 19th c - early 20th c, some pictures of the Montana landscape or some images of paintings by Charles Russell might be helpful.
White Bird is Southern Cheyenne Dog Soldier, which means he'd be on the warpath against white settlements and blue soldiers somewhere in the Colorado area (Denver etc.)
Maybe the Kicking Bear figure has better potential for converting into a (late 19th century - early 20th century) Crow father/husband to go with the two female figures.
hope this helps,
Johan