According to the Navajo I was listening to, he was quite emphatic that they came from the east. I have no dog in this fight, but it is interesting when traditions and science clash.
Another theory is that the Dene native people of the NWT in Canada may be descendants of the Anasazi people who dispersed around 1200 AD from some combination of drought, and warfare with other groups. In the Dene language their name simply means “the people” and it is oddly similar to the name used by the Navajo people (Dineh) which has a similar meaning.
Why would the Anasazi migrate that far from the desert southwest? Possibly they encountered more hostile and settled tribes in Montana and Alberta and kept going north until they found vacant land.
This theory has proponents and critics, I don’t have that much expertise in the subject that I would want to say either way.
I visited Chaco Canyon in August 2018 and yes the road in is a shocker alright, but it’s worth a visit and quite impressive. The people there apparently hauled in logs from a mountain range (Chuska Mountains) about 150 miles to the west. As people have commented Chaco “canyon” is not really a canyon, it’s surrounded by rather low cliffs but it’s not a canyon and the stream running through (a tributary of the San Juan) is intermittent and I can certainly understand that if the climate turned drier as research suggests it did after about 1160 AD, the kind of agriculture the people practiced there would be very difficult with few water sources around.