Notably, while Cora keeps calling him "Roy", Quigley never calls Cora by name. At most, she refers to her as "Lady". This may seem distant of him, at least once he starts bonding with her. But then, it occurs: he's trying to distance himself from Cora's delusion of being Roy. If he really were her husband, then why would he call her "lady"? This is his way of helping ease Cora out of her coping mechanism and facing reality.
For the longest time, I was a little bit irritated by the Bedouin Rescue Service scene after Marston has him hauled off into the desert to die. I understand the Anthropic Principle, but it certainly seems unlikely that there are very many Marstons around, and Quigley was the first man Marston hired, so why should there be any coincidental rescue in this case? ...other than, perhaps, that the aborigines were in a de facto state of war with Marston's gang, with covert agents placed in his employ, one of whom saw Quigley's reaction to Marston's proposition and had plenty of time to report which direction he was taken. In fact, this also explains where the aborigines came from at the end of the movie, surrounding the ranch when the British soldiers were threatening Quigley: they knew something was up when Quigley was fighting Marston before and they called in the troops.
Quigley answered an ad for a sharpshooter from a private employer on the other side of the world with no idea what the job was, and is then genuinely shocked that the job involves killing people. What did he think he was being hired for? (Presumably dingos, since the ad said "dangerous animals.")
He explicitly states this when he first meets Marston, asking why he's needed when Marston has enough men and guns to completely wipe out all the dingos in the area.
Fridge Brilliance: It's also Australia - it's got its own entry under Death World. There is zero shortage of nasty critters trying to eat your sheep, kill you, and poison everyone else. Not necessarily ...In That Order.
