Note the noun 'Louisiana' had to do with the town in Pike County, Missouri, and not the state.

In order of its evolution, the Red Rovers was known by the following official and unofficial names--
Rice's Independent Louisiana Red Rovers; Company I, 10th Missouri State Militia Cavalry; Company I, 3rd Missouri State Militia Cavalry; Kill-Devils. The Kill-Devils appellation appears to have replaced the less dramatic Red Rovers name in response to the company's stand against several thousand Texans near Patterson, Missouri in April 1861 during Marmaduke's Raid.
For a specific overview of the company and the regiment it was integrated into see--
http://history-sites.com/cgi-bin/bbs62x/mocwmb/webbbs_config.pl?md=read;id=19075
and
http://www.history-sites.com/cgi-bin/bbs62x/mocwmb/webbbs_config.pl?md=read;id=13154