If you look at the 25th's timeline, they were organized in New Orleans on March 26th, 1862, just 3 days before his death. They left New Orleans, presumably about that time (you could check N.O. newspapers to verify possibly) and went by steamer to Memphis and then marched overland or however, to Corinth, arriving there on Aapril 11th, presumably never marching near Okalona. They were not near Okalona until after Corinth was evacuated on May 29th and 30th, 1862 and the men marched to Tupelo. This would put them in close proximity to Okalona, where likely G. W. died in June or late May.
I just feel the evidence points to New Orleans, as stated in the CSR's. Don't know for sure and never will but that is my best guess.
If in New Orleans, you will never see the grave because Cypress Grove #2 is under Canal Street and businesses. It disappeared near the turn of the 20th century, unbelievably but true and New Orleans just decided to pave over the paupers and Confederate dead buried there. A number of years ago an effort was made to put a marker up to those Confederate dead in the median and it was shot down as a "road hazard." Sad but true.
Now one thing that seemed coincidental in this story is there were two other Crows in this company that may be related. G. W. Crow that I'm betting is George Washington Crow also of the same company and unit, died in Okalona, Miss on June 1, 1862 or May 26, 1862 as two different dates are given. I know both have headstones there but it just seems odd. His death there coincides with the movement of the troops into this vicinity at the end of May.
Know this isn't much help but just trying.
Wayne