I have been playing this DLC for about 2 hours and want to know if I am where I need to be or if I have messed it up. The caravan was wiped out in about a minute of starting, tried several times and they all died every time. I am attacked by both native groups on sight, is that normal? No chance to make an ally? I stumbled on and killed Joshua Graham because he attacked me and he does have a nice .45, better than some rifles.

Is this the way it is supposed to go? I guess the reason I am wondering is because while searching Joshua's cave after winning, everything was flagged red and I was told that I was stealing it.

The caravan dying is scripted, you can do all you want, but they die. Then when that happened this is what you did. You killed some white legs and crossed a bridge, once you got to the other side you saw one white leg shooting at you. You most likely went "oh man" and started shooting back, then a man came up and killed the white leg shooting you. When you saw him you targeted him in (VATS or not) and killed him. Then you ended up failing 10 quests or something. Turns out that guy is essential at the point in finishing the DLC.

Hmmm, I guess I better back up to the Beginning of Zion and start over. Thanks. I know where to find Joshua so I can go back for him. Fortunately I level just before crossing the bridge.