Excellent question. At the time the order was issued, Alabama cavalry units were directed to assemble at Montevallo, not Greenville. Russell's and Hodgson's regiments were in camp at Montevallo before March 1865. It's curious that Clanton and Armistead didn't respond before the Federals began moving along the Gulf coast.
Remnants of Clanton's Brigade regrouped at the nearest available point where they could be provisioned and reequipped, which happened to be Greenville. Buford had been directed there in late March when General Taylor decided that the main Federal threat was to the rail line between Montgomery and Mobile. In fact Forrest had been ordered to report with his corps at that point, and was only redirected to Selma when Taylor determined that Wilson's raid represented a significant threat.