"Walter D. Bayne and his young family had gone to Kentucky during the Civil War years, returning only after the war ended"

Actually that wasn't too uncommon. Before the "River War" on the Mississippi got started in earnest many Arkansas familys moved north settling into the Ohio River valley usually in southern Illinois. Southern Illinois was actually very semipathic to the southerners attitudes. Many Virginians had settled the area in the early 1800's as they migrated westward down the Ohio River. So just a genealogist hint, if you lose family in Arkansas during the war look for them along the lowerer Ohio River Valley in Illinois and Kentucky. Or in Texas around Waco and Tyler to avoid the war.