What evidence exists within the story that Farquhar’s escape and journey are a figment of his imagination?

This story always surprises students because they almost never see the ending coming; however, the author drops quite a few hints that what Farquhar is experiencing is not real.
The final paragraph of section 1 contains an obvious hint that a lot of readers miss. We are told that the man on the bridge is doomed. There is zero hope that he will survive; however, readers all generally remember the paragraph right before the "doomed" information. That's the paragraph in which Farquhar is envisioning a possible escape from the noose and the soldiers by way of the creek. Readers all remember Farquhar thinking this when it actually happens in part 3, but nobody seems to find it odd that the events are happening too similarly to his previously imagined escape.
The first paragraph of part 3 contains a few strong hints too. Farquhar has been dropped off of the bridge, and he falls downward with the rope attached. The narrator tells us that Farquhar felt the rope's pressure on his neck. We are also told that he felt he was suffocating all while swinging "like a vast pendulum." That's pretty much exactly what happens when a person in hanged.
Another key detail is that Farquhar is hanged at Owl Creek. That's not exactly the way we name big, raging, and powerfully flowing bodies of water. We are actually told that the creek is quite dry, and that is why all the driftwood is so dangerous. Despite those kinds of water details, Farquhar manages to dive deep into the waters to escape being shot at, and he is forced to swim "vigorously" with the current. The creek has been magically changed into a big and powerful river.
Next, as Farquhar tries to swim away and dodge bullets, readers are told that the water "strangled" him. It doesn't suffocate or drown him. It strangles him like a rope around the neck. As the end of the story gets closer and closer, the narrator's hints get more and more obvious. Farquhar is seeing unknown constellations, he's passing through a forest that seems without end, and he magically appears at the gate of his own home.

All that day he traveled, laying his course by the rounding sun. The forest seemed interminable; nowhere did he discover a break in it, not even a woodman's road. He had not known that he lived in so wild a region. There was something uncanny in the revelation.