On Feb 21, 1860, the "Franklin Blues" received a charter from the State of Alabama (Acts of Alabama, 1859-1860, Act 147). It's possible Shegog belonged to this earlier AVC company. Seems doubtful that enlisted men would have carried swords. Until the end of 1860 the state did not issue weapons to individual companies, and anything issued had to be purchased by members or company patrons.

On the subject of Infantry, people routinely use that term in reference to a Confederate military command. If you read wartime documents of an Alabama command, however, signatures will read, "2d Ala Vols" or something similar. During 1861 both the 1st and 2nd Alabama Regiments trained and served as heavy artillerymen. That may account for the different references you mentioned regarding Infantry and Artillery.

During 1863 James H Shegog appears on pay registers of the Selma Arsenal as a gunsmith. His name appears on an earlier roll dated Dec 31, 1862, as a member of a detachment led by Capt J J Bradford of McCown's Division. His original date of enlistment is given as Jan 8, 1861, Montgomery AL. That would be when Governor Moore called the "Franklin Blues" into state service since the Confederate government did not exist at that time. "History of Old Tishomingo County" includes the name James H Shegog as a member of Roddey's Cavalry, no specific command listed. That may cover service for 1864-1865.