The films of actor-turned-writer-turned-director Taylor Sheridan resemble their central characters: stern, taciturn, unwilling to give anything away unless absolutely necessary. These are tales of law enforcers and their quarry, bonded by a desire to simply keep going. We’ve seen them in Sicario, the Denis Villeneuve-directed account of the drugs war on the Mexico/US border, and the Oscar-nominated Hell or High Water, about two Texas rangers’ attempts to hunt down a pair of down-on-their-luck bank robbers. Sheridan’s screenplays for both were thoughtful, funny and frequently terrifying, but above all succinct. After all, when you’re in a shootout with cartel members or desperate felons, there’s little time to shoot the breeze.

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All of which makes meeting Sheridan in person a disarming experience. He looks the part. Tall, lantern-jawed and wearing a permanently pensive expression, you can understand how, he used to make a living turning up as a guest star in rugged procedural dramas like NYPD Blue and Walker, Texas Ranger, as well as a recurring role in biker drama Sons of Anarchy. But he doesn’t seem to share his characters’ predisposition for keeping their thoughts to themselves. Ask him a question and his answers tend towards the digressive: long, profane monologues that change subject mid-sentence. One minute he’ll be asking if it’s OK if he smokes, the next he’s marvelling on the eternal youth of the French.

“I saw a guy the other day. He was 75 and he looked like fucking George Clooney,” he says. “The porter in my hotel that picked up my bags, that girl was wearing fucking Gucci. I don’t understand this country. I’m so fascinated by it, because everyone’s so goddamn pretty and happy and no one ages. What are they doing here?” In fairness, some of Sheridan’s loquaciousness might have something to do with the fact that he has just spent the day doing press at the Cannes film festival on a diet of prosecco and not much else. “They haven’t fed us, so I’m feeling loose, buddy,” he says by way of introduction. “This is going to be good. I promise you that.”

Sheridan came to the Croisette for the premiere of Wind River, the third instalment of his trilogy of modern, muscular westerns. Like Sicario and Hell or High Water before it, the film concerns individuals trying to maintain rule of law in impossible circumstances, its elegiac tone pockmarked with bursts of high tension and sudden, shocking violence. This time around though, Sheridan has not only written the film, he’s directed it as well. And to drag himself further from his comfort zone, the action has been relocated as far away as possible from the sun-scorched Mexican and Texan locales that provided such a memorable backdrop in his last two films. Instead, Wind River is set in frozen Wyoming on a real-life struggling Indian reservation, where the harsh conditions are often the least of people’s problems.

Facebook Twitter Pinterest Jeremy Renner and Gil Birmingham in Wind River. Photograph: Allstar/Voltage Pictures

The film stars Jeremy Renner as Cory Lambert, a professional game tracker who discovers the body of a Native American woman in the Wyoming wastes. There’s evidence of a head trauma and sexual assault. Because the investigation of the potential murder of an indigenous person falls under national not state jurisdiction, the FBI takes control of the case, though the fact that it deploys green-around-the-gills agent Jane Banner (Elizabeth Olsen) might indicate how seriously it takes such matters. Banner finds herself plunged into an alien environment populated by people who are wary of another white authority figure marching into their home and telling them what to do. She’s forced to form an uneasy partnership with Lambert, who has ties to the reservation but a tragic past of his own.

Sheridan wrote Wind River in a six-month burst, at the same time as Sicario and Hell or High Water. Of the three scripts this was the one he was most protective over. Having enjoyed a close association with Native American groups for decades, he was keen for their presence in Wind River not to act as a backdrop for the film, their culture cherrypicked as set dressing for a conventional crime drama.

“A lot of people come to Native Americans wanting something from their world,” he says. “The big joke on reservations is that the white guy shows up and goes ‘I’m Native American, my grandmother is Cherokee’. So if you show up on the reservation they’ll ask you, ‘Is your grandmother Cherokee?’ They’ll take the piss out of you. Because that’s what everyone says and there’s nothing to disprove it.

“It’s one of the worst things you can do,” he adds. “To sit there and go, ‘Oh, so I’ve dilettanted in your world and now I’m going to take your culture’”.

In truth, Sheridan’s own experience with Native American culture began in somewhat dilettante-ish fashion. In his 20s, having left the Texan ranch he grew up on to pursue acting in LA, he found himself “looking for an outlet to solve the awfulness of this massive city”. After rejecting “self-realisation” and various modes of non-orthodox spiritualism – “I just thought bullshit, bullshit, bullshit” – he visited a sweat lodge with a Native American friend and became enamoured with the Lakota belief in the Great Spirit, an abstract higher power that looms over all. “I was like, that is the most ridiculously beautiful religion I’ve ever heard,” he says.

Still, Sheridan was concerned that what he had experienced was fake, a westernised confection of Native American culture designed to lure in gullible Californians. Out of work and living in a second-hand Jeep, he decided he had to find out if that was the case, so he travelled to the Pine Ridge reservation in South Dakota. There he became friendly with some of the reservation’s Northern Arapaho and Eastern Shoshone population and witnessed first-hand the challenges faced by a community consigned to a small scrap of land.

Poverty and unemployment were high, as was the crime rate. State police and FBI officers, legally unable to carry out arrests on the reservation itself, would wait on its outskirts, ready to pounce when anyone with an active warrant passed the threshold. Meanwhile, the communities outside the reservation proved hostile to their neighbours. Some business would refuse to serve Native Americans – Sheridan says he was turned away at a gas station purely because of his association with one of them. “My buddy was like, ‘You’re hanging out with the Indians. They ain’t gonna sell you shit.’ It was the only time in my life that I’ve experienced anything close to racism. I was judged not for my race but for their race.”

Sheridan says that as galling as anything to the inhabitants of Pine Ridge was that their situation – and those of indigenous groups everywhere – went largely unremarked upon by the rest of America. As someone working in Hollywood, Sheridan might be in a position to change that. “I was told, ‘Hey, you’ve got a pipeline. No one gives a shit about our story. In your business, you could actually tell our story. If you get a chance, would you do that? But you’ve got to tell the worst of it. ‘Cos the worst of our story ain’t our fault’”

Facebook Twitter Pinterest Chris Pine and Ben Foster in Hell or High Water. Photograph: Allstar/Film 44

It’s difficult to escape the fact that the person telling this story is a non-Native. Critics have noted that, while Wind River features excellent performances from a number of actors of Native American heritage, most notably Gil Birmingham as a grieving father, the film’s protagonists – the ones coming to the rescue of the reservation – are both white. “The film bears a slight but inescapable whiff of cultural tourism,” one Washington Post review noted.

At the same time Sheridan has managed to create a film that contends with the realities of reservation life, rather than what he says is the “foolish, romantic notion of what it is to be Native American”. “Like any other group they’re a people struggling to survive, to create a life for their children, themselves. They’re just facing extreme obstacles to do that, created, manifested and supported by our government,” he says.

Like the best crime writers, Sheridan has a knack for instilling into his pulpy genre films a sense of a bigger picture, examining the larger forces that loom over its characters – the threat of foreclosure on the family ranch that nudges bank robbers into a life of crime or the global narcotics trade that turns taxi-driving dads into doomed drug runners. At the heart of his films there’s a sense of social consciousness that lingers long after the last bullet has been fired. Similarly, the firing of those bullets has far more grounding in the real world than the stylised shootouts of most genre fare. In Sheridan’s films, violence flares up unexpectedly and painfully.

“When you’re looking at violence, you can dramatise it or you can capture it,” he explains. He prepared for one major shootout in Wind River by watching three years worth of LAPD footage of gunfights. “The longest I saw was 30 seconds”, he says. “Our perception of: ‘You duck down behind the thing and I duck down over here and we shoot’, it doesn’t exist. These things are sudden and violent and over before they start. And they’re dirty and messy – people don’t always die with the first bullet or the second or the fourth or the fifth. So I wanted to capture the realism of that. I didn’t want to glorify that.”

Facebook Twitter Pinterest Elizabeth Olsen and Graham Greene in Wind River. Photograph: Allstar/Voltage Pictures

If Sheridan’s hyper-naturalistic approach marks Wind River out from the neo-western pack, it’s matched beat-for-beat by the film’s ominous, lurching score, composed by Nick Cave and his longtime wingman Warren Ellis, who also made the music for Hell or High Water. Sheridan is delighted by the result of their latest collaboration – “it is the film. You listen to it and feel like you’ve watched the film,” – but was rather taken aback by when he visited the pair’s studio to watch its creation.

“Where they record is just outside Brighton, on this little farm. So I fly in and I’m all jetlagged. And they’re like, ‘Give us two minutes while Nick and Warren get everything set up’. So I’m sitting outside on a table and there’s a cat sitting there. And I swear, the cat’s this fucking big [he places his hand at chest height]. I’m looking at this giant cat, and I’m like, ‘Is this the jetlag? Am I having some kind of depth perception problem? Or is that cat fucking three feet tall?’ Warren Ellis, one of the most revered musicians of the past fucking 50 years, walks up and says, ‘Hey Taylor, we’re ready for you.’ And I said, ‘I have to ask, is that a lion? What the fuck is that?’ And he goes, ‘Oh, it’s a really big cat, mate.’ I’m like “It’s a really big cat?” And he goes, “Well, we’ve got really big mice!”

He widens his eyes, appearing genuinely rattled by the experience. It seems that in the end it was only Nick Cave’s three-foot cat that could leave Taylor Sheridan lost for words.

•Wind River is released on 8 September.