Hi Bruce,
I can't find him in any unit, either. There is one card for him under Confederate MISC service records under Thos. D. Day. It just says Maj. and Trans-Miss Dept. and it says see manuscript no. 6721,

Here is the article in full:

NATCHEZ DAILY COURIER, May 27, 1863, p. 1, c. 5 Notice. To the Ladies of Natchez and Adams Co.:
There has taken place recently, a series of bloody engagements and battles with the enemy, almost at our own doors, and from all accounts, the carnage amongst our brave and heroic men has been frightful.
I propose visiting our hospitals and camps, to render what assistance is in my power, and will cheerfully take charge of any contributions, made for the benefit of the wounded. Lint and anything else at the command of contributors that is needed for the wounded, will be received and promptly forwarded.
Please leave all contributions at the store of Stanton & Stockman. Thos. D. Day, Maj. and Mil'y commissioner of Mo.

In "The Papers of Ulysses S. Grant" there is a letter from Day to Grant talking about his bad financial fortunes during and after the war and begging for a position. He states here he was Confederate but offers no further details.

That's all I've got on the guy.