Crime, witnesses and investigations are so poorly explained. I bought the digital version of the strategy guide in the companion app which includes a full page flowchart of how this works.
In short, if a crime is neither witnessed nor discovered you get as long as like to loot the bodies. The game sneakily places many missions in or near populated areas or nearby trails where passing riders may notice bodies then ride off to report them. Even if you feel you are in the middle of nowhere, check you map for nearby trails. Bodies will get noticed. If there is some mass shootout, move the bodies away from the trails so you have time to loot them without the law showing up. Or just shoot everybody who passes by.
The bandana is also poorly explained in game. When committing a crime the bandana only
reduces the risk of you being positively identified, i.e. they know Arthur Morgan committed the crime. If you are never positively identified you can avoid bounties. The NPCs are smarter than to be fooled by a bandana alone so if you wear the same clothes, ride the same horse, use the same custom weapons and have the general same facial hair, even wearing a bandana won't prevent you being identified.
E.g. if you use the general store in town a lot and always look the same, robbing it while wearing a bandana won't prevent the owner from recognising you. I used a setup of clothes for overt crimes
and a different horse and this seemed to work for me.
The map is really
huge I did a ton of exploration during Chapter 2 and thought I'd seen most of the areas new to RDR2 however as the chapters roll on, you realise how truly massive the map is which very distinct feeling huge areas of their own. Even having finish the game, there are a fair few area I've note been to yet or want to revisit to explore properly. I reckon people will be finding new things for years.