Keith, the transcription of Jennison's speech found in "The Latter-Day Saints' Millennial Star" vol. XXVII London: Latter-Day Saints Book Depot 1865, pp. 202-204 mirrors the account you just transcribed, except the Millennial Star picks it up at your third paragraph and leaves out Jennison's introductory comments.

In the place of Jennison's introduction provided in the account you found, the Millennial Star wrote--"The hopes entertained by the Latter-day Saints, respecting their return to the lands of their inheritances in Jackson county, have been for years a standing joke for all those who have written or spoken about the people; but subsequent occurrences, as the following statements will disclose, have made that event appear less improbable to them than it did a few years since. A general order issued to the inhabitants of the border counties of Missouri, by Federal General Ewing, in August 1863, says:--'All persons living in Jackson, Cass, and Bates counties, Missouri, and that part of Vernon county included in this district, are hereby ordered to remove from their present places of residence, within fifteen days from the date hereof. All grain and hay found in such districts after the 9th of September next, not convenient to military stations, will be destroyed;' as also the subjoined morceau from a speech delivered shortly after by Brigadier-General Jennison, of the Federal army, to the people of Paoli, on the Kansas and Missouri border, quoted from the London Times:-- 'Do you suppose I will march into Missouri and ask them to take the oath? No, not by a ----- sight!....'"

The Millenial Star version then mirrors the Leavenworth Conservative version, except it leaves out the bulk of paragraph four from it (starting "You did not fear any invasion from Missouri when Jennison's regiment was on the border....") The only part of the fourth paragraph that the Millenial Star version utilizes is the final two paragraphs, "The 15th will be filled within three weeks from to-day. Its whole duty will be to kill rebels."

Other than those differences, the two versions are identical.

So, the Jennison speech showed up in the Leavenworth Conservative, and was reprinted from there into the Morning Oregonian within weeks. The speech also shows up in the London Times by the closing days of the war (we don't know if the London Times version ran in 1863, 1864, or 1865--only that in 1865 a book cited the speech as having appeared in the London Times). I would think the speech would probably have been reported in some way in the St. Louis papers in September 1863. If it is found in one of them, perhaps additional context would be included. Also, do copies of the Leavenworth Conservative survive in the Kansas State Archives? Perhaps there is additional context to be found there in issues published that month. Perhaps in other Kansas newspapers too, if they survive.

All of which is leading to the question--Have dozens of books and articles published attributing the phrase to Lane all been mistaken based upon an error in Monaghan's book in 1955? It seems possible (all of which illustrates the pitfalls in relying upon secondary sources without checking the sourcing). Given the Leavenworth Conservative article that seems to have been published contemporaneously to comments, the first use of the words seem to have been by Jennison and not Lane. Perhaps something will crop up indicating that Lane wrote the words for Jennison. But we do not know that, and until that is sorted out, I would think proper sourcing would require that Jennison be given credit.