I agree, the fourth feather would have gone to Castleton. I understand that it's different in the book (it went to Ethne) but the OP asked about the film.
"Eventually, all things merge into one, and a river runs through it." Norman Maclean

The fourth feather would have gone to Castleton, but he died.
Better sleep with a sober cannibal than a drunken Christian.

The other feather will give to Ethna, and movie end!last feather had for love!

I agree. Castleton saw Harry twiceonce when he was riding away after the spies, and the British soldier is shooting at him, and Harry looks over his shoulder, but Castleton probably would have thought it just his imagination or a coincidence.
Then in the battle when the fake cavalry is bearing down on him and he knows he's about to die, Castleton clearly sees Harry riding towards him, recognizes him and recognizes that Harry is trying to save him. And he smiles, because he knows that his friends were wrong in calling Harry a coward.
I, too, got the impression that he was the kind who just got dragged along in whatever his friends did. It was only towards the end of his life there that he started to edge away from the pack, so to speak. He was recognizing the wrongness of what their company was sent to do.
So I think in the end he also would have admired that Harry could stand up what he believed in, and he didn't believe in this war and wasn't going to go kill these people just because he was told to.
In the end, then, Castleton fully understood that Harry was not a coward, but was a brave and noble friend, and that was the whole point of giving back the feather.
But, yeah, I wish the movie had made it clear who gave what feather, because it took the second viewing for me to piece together who did and didn't give feathers.

Doesn't Castleton recognize Harry riding a horse in the battlefield and actually yelling to the British soldiers to back? So, doesnt he recognize the heroism of Harry and how he put himself to danger to warn them, and thus "take back" the feather he gave to him?

The fourth feather was Castleton's which he couldn't give back to him since he died. That did bother me a little that they didn't address it (hell, it's the title of the movie!) It always seemed to me that Castleton reluctantly went with the others in everything he did and probably felt he was honor bound to give the feather.
Willoughby got his back after the battle when Harry came to ream him out for not listening to Abou Fatma, Trench got his back in the prison and Ethne got hers back in the church.

Hmmm. I admit to not having seen it just lately, BUT, the way I
thought
I remembered it, he got
three
from his male friends
and
one
from her (in the movie). (I KNOW that he did give her [back] one of
the feathers, at the end. If she didn't technically actually give/send
one in the movie, forgive me if I don't remember that, but I KNOW that
[in the movie] he and she both
behave as if
she did give/send one of
the feathers. [And if I ramble on about this much longer, I will start
thinking/dreaming of her as a swan again. ^~ The whole "giving a feather"
thing starts to sound silly, or at least birdlike, if one babbles about it
enough. ^~])
=^__~=

Technically, Ethen didnt give a feather - he got the four in the parcel from his friends when he was explaining his resignation to her. He had to actually explain what they meant.
When Harry first opened the parcel there were cards from his friends indicating who had sent the feathers - watch carefully to read the names. But in the book it was Ethne who gave the fourth.
The question you should be asking is who gave the third? (1 - Willoughby, 2 - Trant, 3 - ?, 4 - Ethne).

and somehow, I believe if Harli could have been dead in his struggle to save his friends in the dessert; maybe the whole movie would be more powerful and fluence effort. Such 'happy ending', from my view, didn't really match with the topic or theme for the brave or disgrace.

EEhhmm Castleton died so he could'nt give the feather bak

No. Eithne was his fiance.
Film lovers are sick people. -Francis Truffant

To DeltronFF (wow, this is an old thread!): Oh, okay, then. ^^
(Hmmmmarvelous spelling we've got in this threadI love the bit about
people saving their friends in the dessert. ^~)
(And several people spell "Eithne" in several different ways! ^~)
=^__~=
(Weird note: I just had this
very
weird idea, while I was falling asleep
for a few minutes [not at the computer
this
time! ^~]: If Eithne were
the Swan Princess, she could just give Harry a feather from her plumage. ^~)
(Eryes, I KNOW^~ that I like/love/think about/read about/write about magic^^
a bit too much sometimes. ^~ Notice my=^^= screen name? ^_~)
Kitty=^^= (the Cat=^^= Purrincess^_^) (purrrrrrr=^^=)
(I=^^= was already^^ roughly/smoothly/fairly/furrily/purrily like what J.K. Rowling
calls an animagus BEFORE JKR ever THOUGHT of Harry Potterso there. ^~)
=^~=

kit, the feathers all came with the names of who sent them (at least in the movie). then after that, it looked like he had them all together in his little sachel. I dont think he really cared too much who got which exact feather back, as long as they got one.
I'ma gonna go to hell when I die! - Conan O'Brien!

What I wondered about is, why did he talk as if he knew exactly whose feather
was whose, when he seemed to have all the feathers together in one place and
they didn't (as far as I could see) look particularly (recognizably) different
from one another. (It's probably just one of those lack-of-movie-logic things,
and it wouldn't really be all that important, EXCEPT that it did really seem
as if Harry strongly implied that he was giving Eithne back HER feather.)
Kit =^^= (the curious^_~)
=^~=

Not where the 4th feather came from: who did Harry give it back to? He gave one to Willoughby(the one who ended up in charge), one to Trench(the one who in the prison camp), and the last one back to Ethne: but what about Castleton? Did he find him and return it, or was Castleton one of the ones who died? This was all much easier to follow in the made-for-TV version with Beau Bridges, Robert Powell, and Jane Seymour

The fourth feather was from his fiance. Only his best friend belived in him.