This final stretch of the Loanshark missions begins in Chapter 6 provided you've completed the other missions. You have two debtors once again, the first being John Weathers who can be found by Moonstone Pond. Once you reach his location, get off your horse and bring a rifle with you before confronting John. Before you can take his supplies in exchange for the debt, soldiers from Fort Wallace come riding in and you'll find yourself in a shootout whether you like it or not.
Stick to the cart for cover and take shots at the soldiers as they approach your location. You'll find them attacking from the trees to the right, the back of the path in front of you and some will take cover by the left trees. Once all the soldiers are dead, you'll get the opportunity to take the silver locket as payment for the debt or absolve it, choose the latter to receive a boost in Honor.
Your final target for Leopold Strauss is Arthur Londonderry who can be found near the mines in Annesburg. Speak to the guard outside to find out if Arthur is there and then head inside to speak to the Foreman. You'll discover that Arthur has passed away but that you'll find his widow at Butcher's Creek. Ride out south of Annesburg to find the small cabin and confront the widow, following the cutscene you'll get to choose if you wish to give her some money along with absolving the debt. Choose to give some money ($20) to receive a huge increase in Honor and to complete this step.
Your final task now is to head back to camp and confront Leopold Strauss. In the aftermath, Arthur will throw Strauss out of the camp with little more than a bag and some money as the mission comes to an end. Your reward for this is a huge increase in Honor, if you've been pursing an honorable path throughout your journey then this should give you the push you need to obtain the Extreme Personality Trophy/Achievement.