Was the concept of religious freedom in the early United States applied to native American faiths?

The ONLY legal consequence of the establishment clause is that the federal government can't force people to adopt a specific religion. Nothing more, nothing less. Of course over time it's been corrupted to where many think it means the government is not allowed to allow any religion, to not allow any of its employees to be openly religious, but this is blatantly false.

As such there is nothing in the establishment clause that would prevent the government from putting an end to a religion, as long as it doesn't force its (former) adherents from adopting a specific other religion. AFAIK though that never happened, though local leaders might have taken a different view and some of the individual states for a while did have a state religion and may have persecuted those who were not members (again, I don't know it happened, but the establishment clause did not prevent such. Later ammendments turned changed that and now it is the law for state governments as well that they can't force a specific religion on their citizens.

Remember that the US constitution declared freedom OF religion, not freedom FROM religion. As such it would not allow the federal government to persecute American Indians based on their religious beliefs, as long as those were recognised to be a religion rather than a quaint selection of rituals.

And why would they need to? There were enough reasons already to go after them, not in the least the repeated and deadly raids by American Indian groups on homesteaders and wagon trains.

I won't pass judgment on whether those were in any way "justified", it doesn't matter. Citizens were being killed by Indians, the army went out and dealt with those Indians. Same as SWAT now goes out and goes after gangs that attack people inner cities.

The sole reason they might have gone after the religious practices of the American Indians is if those were in violation of other laws. Human sacrifice for example, or the killing of protected animal species (though there was probably very little in the way of protected animal species at the time, and I've not heard of north American Indians performing human sacrifice. In later years Indians have complained that bans on hunting whales, seals, etc. violate their religious rights and they've gotten some dispensation because of that, allowing them to hunt limited numbers).

I doubt native faiths were discussed much. The Founding Fathers would have considered American Indian's First Amendment rights to be a non-issue because Indians were not recognized as citizens unless they were of at least half European ancestry. In fact, judges could cite native religion as the reason why Indians were denied the rights and protections of American citizens. Justice Joseph Story wrote in 1823:

As infidels, heathens, and savages, they [the Indians] were not allowed to possess the prerogatives belonging to absolute, sovereign and independent nations. . . [Indians are] an inferior race of people, without the privileges of citizens, and under the perpetual protection and pupilage of the government.

Indians on American land were "domestic dependent nations," which in no way implied citizenship rights. In 1819, Congress passed the Civilization Fund Act, which funded "benevolent societies" to act as missionaries to the Indians. These societies were:

. . . for the purpose of guarding against the further decline and final extinction of the Indian tribes, adjoining the frontier settlements of the United States, [and] introducing among them the habits and arts of civilization.

In other words, the Federal government saw proselytization as an arm of foreign policy. That Indians were foreign concerns, not domestic ones, was made even clearer in 1824, when the Office of Indian Affairs was created within the War Department.

After the Civil War, reservations were often overseen by religious men nominated by churches. Unsurprisingly, there are many instances of native religions being discouraged and punished (as @T.E.D. discusses).

Indian citizenship rights were slowly expanded after the Civil War, culminating in the 1924 Indian Citizenship Act. Before this act, Indian heritage and native religious beliefs could disqualify one from citizenship rights, so it seems unlikely that Indians would ever have had the legal standing to claim First Amendment protections for their religion before the 20th century.