Jeff Thompson’s command during the Island No. 10 Campaign was a mixed bag of troops, for instance, he left New Madrid at noon on Thursday February 27, with 66 volunteers, some of whom were Confederate volunteers, some Missouri State Guards, and some amateurs.

Subsequently, we find:

Organization of the Army of the West, commanded by Major-General Earl Van Dorn, at Corinth, Miss., May 4, 1862
MCown’s Division - Continued
DETACHED CORPS.
Brig. General M. Jeff. Thompson's command (infantry and artillery) Some 900 men
OR V 10, Pt. 2, p. 491

Such mixes could be termed a Legion.

I do not possess or have access to this book, but it references a “Thompson Legion” in it’s index where we find:

Jeff Thompson’s Legion, see Jeff Thompson’s Raiders, pp. 91, 183, 192

Every Day of the Civil War: A Chronological Encyclopedia
By Bud Hannings
https://www.google.com/search?q=Thompson%27s+Missouri+Legion&biw=1024&bih=605&ei=bGvWVuX_NtjSjwPNk6jgCg&start=30&sa=N