re: Anyone else bothered by the scene locations in Django?

When they go bounty hunting, they travel the west for some time. The mountain scenes were shot in Jackson, Wyoming and that's where Tarantino insisted they took place. West Texas was where I assume the Dickie Mining Company was intended to take place, so those hills there make sense.

On the subject of inaccurate locations for the south, it's cheaper to film in one or two locations and find places that could pass off for other, similar locations. Filming in Louisina and making it other regions of the south is cheap and easy to convince people who are there to watch a fricking movie and not think too much into it