I'm not sure where I found the hanging story...may have been in some Obion Co., TN sites

I did get some more info since my post from the Family Search.org site of the United States Records of Prisoners of War 1861-1865, IL Rock Island Barracks, Military Prison

Image 48 for Jonathan May
Register No. 75, Barrack No. 8, captured Humphreys Co., TN, 28 Oct 1863, joined Rock Island 5 Dec 1863, died 3 Aug 1864 of chronic diarrhea, buried grave 1367