While next to a horse press Y while you are getting on hold L and your horse will not take damage.

When you start fighting Magruder, draw him towards the thermal vents(which are on the floor) and, when he is within a few seconds of arriving, you can shoot an arrow from the Loco Dynamite Bow at the vent, and when it explodes, a stream of fire will shoot up, and hopefully hit Magruder
After he is almost dead, he will get up on a stage, or something similar, and throw dynamite. As soon as he throws it, enter quickdraw and shoot the dynamite. You only have a few seconds, so shoot it quick. If done correctly, he will say 'you're blowin' the place apart!' -to get him angry, get a headshot in on him