I've been able to sort this out a good bit more on the issue of Unionist civilians being involved in operations against Bill Anderson. Not Enrolled Missouri Militia civilians. Civilian civilians not in any type of military unit. I touched upon this issue in the above post relating to Charles Morton, discharged veteran with no current military affiliation who was involved in the hunt and killing of Bill Anderson.
While they had no formal military status and were actually civilians, this group appears to have been put under the command of William H. Folmsbee. Folmsbee was also a civilian, but was apparently very trusted by civilian Circuit Court Clerk Samuel P. Cox, who was given a faux lieutenant colonel's commission and put in charge of the hodge podge EMM and civilian groups hunting for Anderson (more on Cox's faux commission in a following post).
Anyway, so Folmsbee had served as captain under Cox in Cox's Six Month Militia in 1861, and again as captain under Cox in the 1st MSM Cavalry in 1862. Neither Folmsbee or Cox were in the service at the time the hunt and killing of Bill Anderson took place in October 1864. However discharged veterans who happened to be milling around Ray County in October 1864 and wanted to get involved were allowed to, to great effect. But they weren't just vigilantes running around without a command structure--they were gathered into an independent civilian company under the command of Folmsbee who in turn was under the command of Samuel P. Cox.