'Yellowstone' Star Neal McDonough Says Kevin Costner Exit Was Just Bad Timing

Neal McDonough is weighing in on Kevin Costner 's "Yellowstone" exit -- saying it really was just bad timing ... although, he notes the issue is between KC and Taylor Sheridan , which seems to hint at something deeper.

We talked to the 'Yellowstone' actor -- who starred opposite Kevin on the hit show for a handful of episodes back in the day -- and he told us on "TMZ Live" Friday that Kevin isn't BS'ing when he says there were scheduling issues that forced him to bounce.

Take a listen ... Neal explains that Kev was, in fact, busy for his new western movie 'Horizon' -- and because the last season of 'Yellowstone' took a while to get going in terms of production ... it was ultimately impossible for the leading man to stay on.

Kevin himself has said this ... but there have been persistent rumors that there was bad blood between himself and Taylor -- who's the creator and showrunner for 'Yellowstone.'

NMD doesn't confirm that here explicitly ... but listen to how he characterizes Kevin and Taylor's  relationship -- from the sounds of it, they may not have seen eye to eye.

In any case ...  Neal's got nothing but good things to say about Kevin -- whom he says made 'Yellowstone' what it is ... and credits him with spurring a new interest in Westerns.

He also considers KC to be among some of the greatest actors ever ... if not the GOAT.

As for Kevin himself ... he confirmed in an IG clip Thursday he wouldn't be returning to the show after all -- the news coming just days after he hinted he was keeping the door open to gallop his way back into the lead role. All good things must come to an end, we suppose.