Highly recommend getting some Vine Deloria Jr. in your diet: Custer Died for Your Sins is probably his most well-known book. If you care about religion. God Is Red might be compelling to you.
Empire of the Summer Moon, by S.C. Gwynne. Really interesting read about the final years of the Old West, and the war between the (predominantly Comanche) natives and the white settlers. Been a while since I read it but I enjoyed it.
Decent easy to read narrative which gave perspective of the whole country, and then focused specifically on the fight in the South. Talks about the culture and history of the tribes, and settlers, and then follows a few specific characters so you can observe the personal impact of events.
Not really only about native Americans, but I thought that The Dawn of Everything was really interesting and it had a lot of history about different native American societies.
Not in particular, but a good place to check would be websites for local bookstores in US states with a strong native American presence, such as NM and AZ