It was a very tough life back then. Some of my Ute relatives used to war with the Navajo way back when. Both were damn proud of the fact that the Spanish never succeeded in enslaving them.
They had that in common with the Pima and Pueblo, though some in the Pueblo group did eventually surrender to the Spanish and come into the Missions. These ancient wars come with deep regret even to this modern day because we really didn't hate each other. We were just trying to survive the Spanish, Comanche and other more aggressive groups that wouldn't just leave us alone.
Some say we always lived in what is now the American Southwest. Some say we may have moved there to escape the deprivations of the Aztec further south. Probably some of both. My Navajo friend claims dependency from the Anasazi which, as you probably know, predate the Aztec by at least a millennium.