The ability to penetrate cuirasses and shields is always a matter of the involved material of the defense and the energy, shape and consistence of the bullet.
The mostly used projectile was a round soft lead ball which lost energy very soon and had in general bad penetration ability even when shot from muskets (compared to modern conical bullets, both full metall jacket or the partly mantled variants). At about 50 metres the musket bullets were not able to penetrate the armour of a cuirassier.
I'm not at all a specialist for American history (you see that in my poor literature available) but that low velocity musket balls could be deflected by leather shields of the American Indians, made of strong buffalo hide and stuffed with soft material, is f.e. stated in Osprey MMA Nr. 163 "The American Plains Indians" p. 23 (without a reference to an original source).
So the statement of Mr Frost is totally believable given the fact that he refers to a .36 black powder revolver with ball munition and very low energy (compared to modern handgun bullets).
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