Do not carry on ANY tribal lands in any state without the specific permission (you won't get it) of the tribal government. There is no reciprocity for any state there.
They even give our people hard times when we carry stating they need to be notified of our presence armed in their jurisdictions. One of my coworkers stationed in El Paso who drove to one of those Reservations in NM stated to them they are still part of the United States and still subject to Federal laws but the Indian cops gave the Sovereign Nation speech. Long story short they were let go with a warning.