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Blue Duck is the only character who could be considered an outright villain in Lonesome Dove. He's responsible for kidnapping Lorena and all the other horrible things that happen to her. He kills Roscoe, Janey, and Joe. He's an old rival of Gus and Call from their Ranger days, and they both regret not having killed Blue Duck when they had the chance.
Once Blue Duck gets away, he keeps getting away. In fact, Blue Duck is only brought down in the end by a lucky shot from a random sheriff. Call and Gus have nothing to do with it, and Call only happens to find out about it because he's wheeling Gus's corpse through town on the day Blue Duck is scheduled to be hanged.
There, Call confronts Blue Duck, who tells Call he can't die. He thinks he can fly away and survive, in which case the townspeople's "lives would never be safe" (102.29). Blue Duck is basically the stereotype of a bad Indian. Not all Indians are bad in this novel, but some of them are, and Blue Duck is the worst. He kills for the sake of killing, and he exploits general fear of Native Americans for his own personal gain.
In the end, Blue Duck is sentenced to be hanged...but before that happens, he manages to jump out of a window (taking a deputy with him, sadly). Turns out he can't fly, and he dies.
But his damage is already done.