I assume you mean what challenges after they gained independence. They had many internal conflicts. This included fighting about religion. There were also natural disasters. There was the problem of transitioning directly from a dictatorship to a democracy.
Answer:
Culturally they are “nations”, but in the general way most use this term, the Navajo Nation is not “its own separate nation”. They are more like a separate state or US territory. In a way, they are similar to Puerto Rico.
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