As many here at BCN know, I have a Native American bead collection consisting of several thousands of original beads.
I do not have even a single example of a Native American bead that has a square hole such as your very interesting bead has.
My beads are all sourced from old collections in Washington, Oregon and California.
I do not think your bead is Native American-related, but I learned a long time ago that virtually anything is possible in the bead world!