1. Why does Frank not keep his original "appointment" with Harmonica at the train-station, and instead send a welcoming committee to murder him? At this point, he doesn't even know who Harmonica is, so what's his motivation in wanting him dead? I know he's a murderous pyschopath, but surely he must have some justification for this extreme action? Even if he were suspicious of Harmonica's request to meet, surely he'd want his men to bring Harmonica to him first before the execution?
* As Morton said to Frank: Before you did things yourself, now you have people doing things for you.
For Harmonica it was an important day to meet Frank, for Frank it was Monday. He has men know to do the dirty jobs.
2. Why does Cheyenne risk his hide in rescuing Harmonica from Morton's train? At this point in their relationship, they don't seem to know very much about each other at all. Does he have some other motivation in this scene which I'm just missing?
Well, Morton and Frank had there men to dress out as Cheyenne when they killed Mcbains'. And as he said: He understand why they would dress out to lokk like him, but i don't like it. He would be angry, and a angry Cheyenne ain't a nice thing to see.
3. Why does Jill put Sweetwater up for auction at all? She seemed intent on staying there prior to her 'love' scene with Frank. Now assuming he threatened her into releasing the property, why didn't she just do a private sale with him or Morton?
She doesn't have much to choose of. Frank kind of makes her do that. As she put it: "I just want to sell..."
4. Why does Harmonica buy Sweetwater for $5000 anyway? He is part of the 'Old West' and obviously has no interest in being a 'businessman' or living in a burgeoning town. Why should he think that buying it will convince Jill to stay (if that is indeed what he thinks)?
The award for Cheyenne is 5000 dollars, so why not?
Cheyenne escapes anyway.
5. Why does Cheyenne submit to being captured by Harmonica for the $5000 bounty? Presumably this is a ruse worked out between the two men to raise the money for the property. But why? It would seem insanely risky for Cheyenne to go along with this plan with only the vague hope that he may find a way to escape from prison. (Or should we believe that Cheyenne is captured unwillingly? In which case, why are Cheyenne and Harmonica on good terms at the film's close?)
He is along with it. The two men who buys a ticket ("one way only") ,after seing Cheyenne captured by the sheriff, is Cheyennes' men and will free him ON the train before it arrives.
6. Does Harmonica ever give Jill her land back?
Yes. It didn't cost nothing. It was payed by the money for Cheyennes capture.
Don't know if the questions allready have been answered, but those are my thoughts.