You are correct. During March 1865 Captain Holtclaw, Joseph Gooch, Thomas H. Bragg, and a few others left Pike County, Illinois, where they had been staying for some weeks, and made their way to Council Bluffs, Iowa, and then to Nebraska Territory where we lose track of Holtzclaw and his remaining men. I got this from Larry Wood's 2007 "Other Noted Guerrillas of the Civil War in Missouri" by Hickory Press in Joplin, on page 149. Wood states his sources as "Official Records" series 1, vol. 48, part 1, p. 1096, and part 2, p. 25.
Bruce