I grew up in SW MN (Luverne) and we had a cougar around the area. Similar area to what you are speaking. State park has big rock formation, hills, cactus, and snakes in the middle of farm country. This was about 15 years ago. It got after a neighbors horse. Everytime I told anyone about it they thought I was full of crap. Then just a few years back one was shot in Worthington (30 miles east) and the guys posted it on the net and got in some trouble. DNR doesn’t like to say they are around but they are.