I have a hard time envisioning how they'd cross the Ohio River into Southern Indiana. Seems it'd be a pretty newsworthy event were one spotted crossing a bridge. The Ohio's a big, wide river.
Realm of possibility? Maybe. Probable? No.
Nate, bison and other animals used to walk across the Ohio River just west of Jeffersonville Indiana, routinely a couple of times a year. The great salt licks in northern Kentucky drew animals from the Great Plains.
Go down to the "Falls of the Ohio" state park and check out the fossil beds and the river down there. Men dug deep channels through the limestone there to allow shipping traffic to pass through.
Indiana Buffalo Trace