Joanne Chiles Eakin's "Missouri POWs" has from the Union prison ledger (in the National Archives and Records Administration microfilm)on Citizen Casper Headrick of Bollinger County that he was captured 12 March 1863 in Stoddard County, sent to Myrtle Street Prison (formerly Lynch's Slave Market) where he was released on oath and bond 8 June 1863. This means that Headrick was able to convince Union authorities he was civilian and not guerrilla (which could have resulted in his execution after tribunal) and not military (which would have resulted in longer imprisonment leading to exchange a few months later).
There was considerable Confederate recruiting and action in that area during March 1863 featuring Confederate Colonels James A. Cooper, Meriwether "Jeff" Thompson, and Henry E. Clark. What Headrick's part in all this is difficult to say. Of course, Confederate BG John S. Marmaduke led his raid through here the following month.
Bruce Nichols