Aaron Faulkner, another brother, was older than Wesley by a year but I've not found any Missouri Civil War activity for him. NPS database lists several A Faulkner's serving both Union and CSA which could be a possibility.

A good online source of info for 7th Mo Cav is

http://personal.lig.bellsouth.net/m/c/mcmeatte/

As for bonding out of prison, I'm not expert but I believe it hinged on the Provost Marshall agreeing that nothing too heinous in their eyes had been done by the prisoner. Petitions from friends, families, and the prisoner to various military and politcal civillian authorities and of course subscribing the bond amount (and $1000.00 was no small feat in those days.) A willingness to sign an oath of allegiance and trade operational secrets also helped. And in the end a certain amount of dumb luck and coincidence never hurt.