Also found as the Jessie Scouts, highly paid behind confederate lines operators both military and civilian. Formed by John C Fremont during his 100 days in command in St. Louis, they were named after his wife who is credited with coming up with the idea. He took the unit with him when he went to West Virginia in January 1862 so it would seem your Nov/Dev 1861 date is likely pretty accurate. Phil Sheridan inherited the Scouts and utilized them well including post war in Mexico.

see: https://feraljundi.com/2011/06/23/history-the-jessie-scouts-the-contractormilitary-covert-warriors-of-the-civil-war/
and
http://www.jessiescouts.com/JS_Overview.html

FWIW
John R