Don: I extracted the information from the individual CSRs for those four showing as being captured at Coffeeville. HOWEVER where the Company Muster Roll cards show them being captured at Coffeeville on 12/3/1862, the POW cards gives different information for each. Also interesting is that all four were in Company B, 37th Miss. Inf. Reg. Here is the information from the Company Muster Roll cards and the POW cards for each:

Alexander McDonald, Co. B, 37th Miss. Inf. Reg.:
Nov/Dec 1862 CMR card: "Missing at Coffeeville, Dec. 3, 1862"
Jan/Feb 1863 CMR card: "Captured at Coffeeville, Dec. 3, 1862"
POW card(s): Received at Military Prison, Alton, Illinois Jan. 10, 1863. Captured near Oxford, Miss. Dec. 5, 1862. Died of gangrene Jan 15, 1863.

William L. Phelps, Co. B, 37th Miss. Inf. Reg.:
Nov/Dec 1862 CMR card: "Missing at Coffeeville, Dec. 3, 1862"
Jan/Feb 1863 CMR card: "Captured at Coffeeville, Dec. 3, 1862"
POW card(s): Received at Military Prison, Alton, Illinois Jan. 10, 1863. Captured at Water Valley, Miss. Dec. 4, 1862. Exchanged April 1, 1863.

William Rainwater, Co. B, 37th Miss. Inf. Reg.:
Nov/Dec 1862 CMR card: "Missing at Coffeeville, Dec. 3, 1862"
Jan/Feb 1863 CMR card: "Captured at Coffeeville, Dec. 3, 1862"
POW card(s): U.S.A. Post and Prison Hospital, Alton, Illinois. Captured at Water Valley, Miss. Dec. 4, 1862.

William E. Sisson, Co. B, 37th Miss. Inf. Reg.:
Nov/Dec 1862 CMR card: "Missing at Coffeeville, Dec. 3, 1862"
Jan/Feb 1863 CMR card: "Captured at Coffeeville, Dec. 3, 1862"
POW card(s): Received at Military Prison, Alton, Illinois Jan. 10, 1863. Captured at Oxford, Miss. Dec. 4, 1862. Exchanged April 1, 1863.

As a side note, William E. Sisson was captured again on Oct. 13, 1864 at Rome Georgia.

Thanks,
Kenny