Thank you so much for answering my query on my great grandfather, James Donaldson. He was the one at Lexington and in 1900 or 1910 (hard to read) he is applying to the Federal Government for a pension. There is a picture copy of his pension application at Ancestry.com. At the top is written he belonged to 14 K H Gds (I thought the H was an N). There is a pension application number, but don't know if he received one.
Here is a blurb about the Home Guard.
"The Missouri Home Guard was unlike the Home Guard organization in any other state. It was controlled by the national government, as opposed to the state government, and existed only for a few months."
Your research subject sounds very interesting.