According to Deadline, Kevin is about to add to his already impressive directorial portfolio with Horizon, a Western taking another look at the settlement of the American West. Kevin serves as the director and the star of the movie. Unfortunately, further details have yet to be announced since Horizon is currently only in pre-production.
Kevin recently signed on for Yellowstone: One-Fifty, a documentary that marks the 150th anniversary of the national park, in which he will serve as the narrator.
Source: https://www.distractify.com/p/is-kevin-costner-leaving-yellowstone