I recommend the book " Underground Cage Fists " to you. Although it's not a Western movie, the plot is very similar to what you described. This book was about the story of an underground cage fighter. One of the male lead's younger brother was also an underground cage fighter and was schemed to death in a competition. The older brother was a special forces soldier. After serving his sentence in prison, he came out to investigate the truth of his younger brother's death. I hope you will like this novel.