There is only one muster roll for Company D, found in the records, that being for the period January/February, 1864. None for Company I. Hence, it is quite understandable there are no records of his service.

Given his age, I suspect that he enlisted late in 1864.

Arkansas Pension Records

Capshaw
Given Name: Robert David
Application Number: 29916
Widow Surname: Capshaw
Widow Given Name: Florence
Company: D
Regiment: 1 (Dobbins')
State Served From: Arkansas
Division: Cavalry
Pension County: Woodruff
Death Date:
Application Year:
Widow Death Date:
Comments: widow applied 1928 / questionnaire