If there’s a reason for the 47-year-old writer-director’s successes, it’s the authenticity and relatable qualities of his stories. Raised in Texas, his family is full of lawmen, including former deputy US marshal Parnell McNamara – the inspiration for Jeff Bridges’ sheriff in Hell or High Water. “I write about things I can taste, that I know,” he says.

When it came to Wind River, a story set on a real-life Native American reservation, it was borne out of the friendships he developed after he visited a sweat lodge. “I made these friendships that just lasted and I never imagined at that time that I would make a film,” he says. “It’s the one movie I can say I made for my friends, which is why I chose to direct it so someone didn’t make it different.”

Immersing himself in Native American culture, Sheridan gained a wider appreciation for the brutal treatment of the indigenous population from texts he was encouraged to read. “I’m appalled at how different these books are from the history I was taught,” says Sheridan, who even lived on a reservation for a time.

Gradually a story formed in his mind about the murder of a Native American girl. “I was on the res when a girl disappeared and was killed. And not just a girl, the girl … captain of the basketball team. Everyone loved this girl. As heartbroken as everyone was, no one was surprised. It’s that common – which is a tragedy.”

In the film, an 18-year-old girl’s body is discovered on the Wind River reservation in Wyoming by Cory Lambert (Jeremy Renner), a US Fish and Wildlife Service tracker. Teaming up with Elizabeth Olsen’s FBI agent, Cory goes on a personal odyssey to uncover the source of her death.

“I can’t tell you how many times I’ve had a friend call me … ‘My sister disappeared’ or ‘This happened to my cousin’,” the director says. “I had that conversation 100 times, and it’s always tragic, sad and unjust.”

Sheridan was keen to keep everything genuine. He cast as many Native American actors as possible and invited leaders of the Eastern Shoshone tribe and the Northern Arapaho tribe to read the script and visit the set. Indeed, the Tunica-Biloxi tribe, through a joint venture known as Acacia Entertainment, financed 90 per cent of the film’s budget.

“The people that funded the movie were Native Americans. This was a script that they felt accurately depicted the life, their plight in a way,” says Renner, known for playing Hawkeye in the Avengers films. He calls the experience of making Wind River “a slap in the face, realising always how ignorant I am”.

Renner continues: “It’s a culture that has had a boot on their neck for so damn long and you can name that through history, where this has happened. It’s a culture that needs to be celebrated and not taken advantage of. So to create awareness for it is an amazing thing, so capitalism is not trying to dominate these people and their plight.”

Further striving for authenticity, Olsen learned everything from martial arts to weapons handling to play her FBI agent character, Jane Banner.

“I don’t need people to be impressed,” says the 28-year-old actress. “I don’t want people to question and be out of the film because I don’t look like I should be holding a gun.”

Working with law enforcement officers and even a green beret, she spent every weekend at the gun range. “You just learn from their stories in a way, of how they see the world and their experiences.”

Olsen’s Banner isn’t Sheridan’s first resourceful female character – Emily Blunt’s rookie agent in Sicario was cut from the same cloth. “There have been really strong women in my life,” he says.

“My mother was an extremely strong woman. She ran the ranch I grew up on. My wife’s a very strong woman, as is my sister. So for me to write about strong women, it’s not something I had to manufacture. It’s all I know. In Wyoming, to exist in that environment, you must be strong.”

When it came to Lambert’s hunt for the killer, Renner refuses to look at it as a revenge mission. “I look at it as a principled thing, whether it be right or wrong,” he says. “I can speak in depth about what I would do if something like that happened. It’s not too dissimilar from what happens in the movie. I’m the last guy you want chasing after you!

“But there’s righteousness in the belief system of Lambert and in the heart of the film: don’t f*** with kids, don’t f*** with women, don’t f*** with animals … then you’re alright with me.”

The film is unflinching in its portrayal of violence, particularly against women. “It’s a choice; you don’t have to subject yourself to watching things like that if there are things that are going to haunt you and give you nightmares,” says Olsen.

“But I do think there’s a sense of reflecting things that are hidden and shoved away that should be brought to the surface – and that’s what Taylor is trying to do, because I think that’s really how he sees a lot of the world,” she adds.

Hauntingly, the film concludes with a title card: in America missing persons statistics are kept for every demographic except Native American women, whose numbers remain unknown. It’s for reasons such as these that Sheridan makes no apologies for the more violent, jolting qualities of Wind River.

“It’s my job as a filmmaker and an artist to explore that and hold the mirror up. Violence is a harsh reality in America, everywhere. To ignore it is naive. To glorify it is evil. But you have to show it and you have to show it as it happens,” he says.

Wind River opens on October 19

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