You're in luck! There are a couple of "in print" books on this unit, available at http://www.amazon.com or http://www.barnesandnoble.com/ (you can get either brand new, or used).

The Little Jeff: The Jeff Davis Legion, Cavalry Army of Northern Virginia

and

Horsemen of the Jeff Davis Legion : The Expanded Roster of the Men and Officers of the Jeff Davis Legion, Cavalry

Both are by Donald A. Hopkins.