Are you aware that the official records is online? There are references to the regiment in Volume 41, Parts 1-4.
If I remember correctly Williams recruited the regiment in north Missouri during Price's Missouri Invasion and joined Shelby just in time to fight at Westport in Thompson's Iron Brigade. He was transferred a few days later to Jackman's Brigade.
Here is the link to the Official Records:
http://ehistory.osu.edu/osu/sources/records/list.cfm
Bryce A. Suderow
streetstories@juno.com