The old gringo
The border between America and Mexico becomes a metaphor for the old gringo, who sees the border as a frontier to access adventure and honorable death. The old gringo knows that Mexico is the place where he will die, and therefore this border becomes metaphorically significant to him as a border between life and death.
Harriet
For Harriet, the border between America and Mexico is a metaphor for an escape from her monotonous life. She sees this as a chance to have an adventure and to experience a different culture to her own.
Major Winslow's grave
Winslow's grave is a metaphor for the fact that the old gringo acted as a father-figure towards Harriet. This is because the grave was originally reserved for Harriet's father, but was instead given to the old gringo, who had "replaced" Harriet's father.