This information was taken from Willis Brewer's
History of Alabama, 1872, which I have used from age sixteen. The actual service record for Capt. Marshall reports him as being, absent, sick from October 1863 forward. An inspection report of the company made at a later date states that Capt. Marshall was absent on authority from General Maury, which tells us that his leave was signed by Maury. If captured or held as a prisoner-of-war, a prisoner-of-war record would be included with his service file.
It may be that Marshall fell into Federal hands after being wounded, but was left behind when the enemy returned to his ships off shore. It is clear that they didn't remain and he wasn't made a prisoner-of-war.