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gully.
Probably "gully" although even a large gully would barely make honorable mentions as a small "canyon".
dell
cot
In western parlance, a 'draw' can mean a small gully. In terms of the song, the ghost riders are in the sky so they are riding up a small gully created by clouds; hence "a cloudy draw".
lil :)
A puddle is a small body of water on the ground after it rains.
Gully
It might be considered a creek or stream.
A gully is a landform created by running water that has eroded the soil. Gullies resemble large ditches or small valleys.
P. DICENZO has written: 'GULLY EROSION AND SEDIMENT TRANSPORT IN A SMALL SUBTROPICAL CATCHMENT, SOUTH CHINA'