I am having a heck of a time taking down Reed at the Steamboat.  He has an armored horse it seems so it is not even worth going after that.  And then you can also not let him out of your sight due to him just regenerating health when you let him out of your sight.

I get knocked off my horse due to him killing it within seconds, I pound off headshot after headshot and he never really brings his health lower.  Does anyone else have any good strategies to get past this part in the game? 

I am playing this for eat-sleep-games's Gameclub and want to finish it off.

This was probably the hardest boss on insane difficulty.  If I remember correctly, you need to place a dynamite trap (the beach worked best for me, right after he jumps down from the higher ground next to it).  I placed a bunch to make sure he would hit them, then unloaded as many shots as I could after he hit it.  You'll have to do it a few times.  Just keep using the scenery as cover until he gets into position again.

Get off the horse to place the dynamite and when you're taking cover (use the rocks).  Get on the horse right before he hits the dynamite, because the horse gets damaged instead of you.  After he recovers and rides off again from your ambush, get off the horse (if it's not dead already) and set dynamite again.  If your horse dies or is near death, try to grab another nearby horse (if any of those are still alive) then return to the rocks.

You can try other locations or strategies, but that's how I beat it on insane.

Alright!, thanks.  I will go try!