I checked the back of the game, and there's no way to experience both the gun tutorial and the horse riding tutorial in the same playthrough (they do not have any connecting links). marchontopearl also does not set any conditions, it only provides the divergent paths. Could you describe what happened in your playthrough? What did the characters say? Diverging events in part 2 are set completely in stone depending on whether you met Wen or Wu during your conscription, and you can only re-select your allegiance when the viceroy falls from power.