When I read and re-read Annie Proulx's story, I am reminded of the way that many Native American oral tradition stories are told to listeners.
They usually begin with words to this effect, "Now this is the way that it was told to me." It is almost like a person who knew Ennis Del Mar or even an Ennis told her the story and that is why even in the narrative, the expressions are like a native born Wyoming person wrote them.
She did admit that she is not gay and, in words to this effect, wrote it from a POV of a straight woman trying to figure out a man suffering from internalized homophobia.
Oh, I use "in words to this effect," because I heard and even typed them hundreds of time when I was a senior-clerk typist for lawyers in the US Army when I was in Vietnam and working in the HQ Staff Judge Advocate (SJA) Section office. "Words to this (that) effect" means what was said on the witness stand was an indirect quote or interpretation of what was actually said. In the US Military court system, "words to this effect" were treated as though they were exact quotes of what was actually said.
Indirect threats were also considered equal to direct threats when talked about in a court-martial.
Ennis indirectly threatened to kill Jack (or at leasted seemed to be one) by what he said to Jack at their last time together. He did not say that he would kill Jack; but, Jack treated what Ennis said as direct threat instead.
Ennis did not say, "Jack, if I find out that you are having sex with other guys, I will kill you." I think he meant, "If I find out that you have been having sex with other guys, it will probably after someone else has killed your for being queer. And that's why I am afraid for you."