Later, French was moved to a cabin behind Frank Coe's place where he convalesced for several days. After recovering, French confined his activities to protecting the McSweens, a role he took seriously. In mid-July the so-called Five-Day Battle took place. The McSween house was under siege, and there was sporadic shooting. French remained inside the home, shouting profanities at the forces of James J. Dolan, who had replaced the seriously ill Murphy as head of the opposing faction. After five days of siege, Dolan's men set fire to the house and the gunfire increased. On the night of the 19th, five of the defenders–Billy the Kid, José Chávez y Chávez, Harvey Morris, Tom O'Folliard and French–broke out of the house, trying to create a distraction that would allow McSween and the others to escape. Morris and McSween were among the casualties that night. French, who, like the Kid, got away, later returned to Lincoln to protect McSween's widow, Susan.

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Few folks have offered any hints as to what happened to French after the Lincoln County War. U.S. Army Captain G.A. Purington included in an 1879 field report a rumor that French had been killed during a quarrel over the distribution of stolen cattle. Nearly 60 years later, Herbert Cody Blake related that he understood French left for South America after the fighting. Some researchers have taken Blake's statement literally; however, it seems unlikely that a man without means or language skills would go to a foreign country for an extended period. What is more plausible is that Blake was using a colloquialism meaning that the man went beyond the reach of the law. Fellow Regulator Frank Coe insisted that French had returned to what would become Oklahoma and was shot there around 1924. Most researchers nowadays accept Coe's statement as being closer to the truth because of one letter written from Keota, Indian Territory. That letter, written in pencil on ruled paper, is reproduced here with spelling and punctuation unchanged:

Friend Sam,
I did not get my last pay before I left Lincoln, $5. please get it from Mrs. McSween and send it to me the old Biddy hates to part with money but she ought to pay up after all we done for her.

Do you remember the night we was garding outside her house and the Pole cat walked across your chest and wakened you up and you let out a yell you could hear a mile away and wakened Mrs Mac in the house and scared her so she thought Jim Dolans boys had come to Kill her sure enough.

When you write to me you can send the letter to Mr. Cochran, Gen. Del. Keota I.T.

Your friend,
Jim French

Even though most questions about the letter have not been answered, it has been accepted as a genuine relic. But is it? French specifically asked that a response be addressed to Mr. Cochran rather than to himself, which suggests he was using an alias because he was still the subject of several arrest warrants or perhaps French was illiterate. Historians claim the 'Friend Sam' of the opening was Sam Corbet, because the two were known to have mounted a guard at the widow McSween's house in the closing months of the Lincoln conflict. On the basis of the return address, Keota, Indian Territory, has been proclaimed to be the home of the mysterious Big Jim. The same historians arbitrarily assigned the undated note an origin of 1878-79.

There's one big problem. While a Keota exists in present-day Haskell County, no village of that name–based on a review of period maps and histories–was in Indian Territory in 1879. In fact, it was not until 1887, eight years after the purported date of the letter to Corbet, that folks started calling the location Ke-Otter, a corruption originating from a combination of the names Otter Creek and Jim Keese, who built a ranch on the spot. A town did not physically exist until the Midland Valley Railroad pushed its rails through in 1903-04 and a tent city was created, and the town did not officially exist until establishment of a post office in 1905. Thus the assumption that the letter to Corbet was written in 1879 simply isn't true; to carry a return address of Keota, I.T., the letter had to have been written 26 years later than originally thought.

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