Yes, I have problems with the details given about these two accounts, as well.
1. On Cogswell, I estimate some part of the answers lie with what happened with Colonel DeWitt Hunter's 7th Missouri Cavalry Regiment of the 8th Division of the Missouri State Guard (MSG). In that regiment, according to Peterson, McGhee, Lindberg, and Daleen's 1995 "Price's Lieutenants," on pages 267-70 although Hunter's 7th was considered a Vernon County regiment, Cogswell commanded Company F, composed almost entirely of Hickory County men. The 1860 Census shows Cogswell himself to be from Pleasant Gap Township in southeast-central Bates County--not too far from Vernon County, so I guess that fits. On page 270 of "Price's Lieutenants" the authors in writing a short history of this regiment mentioned Carthage, Wilson's Creek, and Dry Wood Creek, all 1861 actions. However, they added the sentence: "Frequently operated independently on the Border, mainly in Vernon County."
Jumping ahead to 1862, Jim McGhee in his 2008 "Guide to Missouri Confederate Units, 1861-1865" on page stated: "In the summer of 1862, DeWitt C. Hunter initiated recruitment of this regiment [11th Missouri Infantry Regiment, and that's CSA and not MSG] from the mounted unit he had commanded in the 8th Division, Missouri State Guard, By the end of July, he had perhaps 300 men in camp at Frog Bayou near Van Buren, Arkansas. Unable to complete his organization, Hunter joined other recruiters in an expedition into Missouri to gather more men." This August 1862 recruiting campaign featured the fierce Battle of Lone Jack on 16 August. I don't know if Captain Cogswell accompanied the colonel to Jackson County. However, Quantrill's company--without Quantrill--took part in the Lone Jack battle. If Cogswell accompanied COL Hunter on that recruiting expedition then, yes, in a stretch you could say that Cogswell was "with Quantrill," but no, Cogswell never was a member of Quantrill's band, based on my reading. Quantrill had some Cass Countians with him in those early days of December 1861 through 1862, but I don't know of any Bates Countians in his band at least through the yuear 1862.
On the other hand, I could believe, however, that Cogswell for a time joined the band of Captain William Marchbanks that operated freely in north Vernon County and much of Bates County during early 1862 until Marchbanks was captured 8 March 1862, or after Marchbanks was exchanged after November 1862. Marchbanks was a real Confederate captain who turned to guerrilla war in order to strike back at the Yanks in his home area. Just to muddy the waters, Quantrill's band in passing through Vernon County on at least one occasion went on joint operations with Marchbanks band in Marchbanks' area. No kidding. This was when some of Quantrill men guided by Marchbanks' men assassinated the legislator Obediah Smith in about April 1863.
In postwar newspapers it was always good copy to throw in names like "Jennison" and "Quantrill," as it fed public lore. The Kansans really did beat up Bates County during the first two years of the war, so, yes, it is possible that Jennison's unit raided that home, or that some other Jayhawker outfit did. Likewise, in postwar writing, some newspaper reporters liked to say a certain southerner "joined Quantrill," when what they actually meant was this southern veteran joined a local guerrila band that nobody ever heard of. I have even found family stories passed down of southern veterans who told their families that they "rode with Quantrill" when they lived and operated several counties away from Quantrill's operating area. People understood about Quantrill, but they didn't understand about most other irregular outfits.
I guess all this seems a long way around to say I can accept Jayhawkers and even Jennison's unit raiding a Captain Henry Cogswell's home in southeast Bates County. I cannot accept that Captain Cogswell "joined Quantrill." Nope.
2. Colonel John D. Holt is definitely from the Missouri City area of south Clay County. I don't know of any possible connection he would have with Nevada, Vernon County, but life is full of surprises. I could not find the reference in Connelley that states "Nevada's Col. John D. Holt," but I could have missed it. I know from reading what Connelley said about Holt that Colonel Holt survived the war and actually corresponded with that gentleman of Lawrence, Kansas who Holt saved from death during the raid. I wonder where Colonel Holt lived postwar. Is it possible that John D. Holt lived in the state of Nevada?
Bruce Nichols