Official Records, Series II, Volumes V and VI
http://library5.library.cornell.edu/moa/moa_browse.html

You will find plenty of reference to the parole camp at Demopolis in the Confederate command correspondence. However, chances are you will not find much about everyday life in the camp in these records.

I believe that Demopolis was originally a collection and organization center for Confederate troops from Alabama. It came into use as a parole camp for the Vicksburg and Port Hudson parolees in July 1863. Most of the parolees who reported in were declared exchanged and returned to duty by about February 1864. Confederates captured after Grant became Commander-in-Chief of all Union armies in the field in March 1864 were sent off to northern POW camps to await the end of the war. However, there was "leakage" in the system so that individuals and/or small groups were occasionally released for exchange until the end. In the fall of 1864 and again in the spring of 1865, some rather large "humanitarian" exchanges were done.