You asked: >>> Maybe a dumb question, but does this mean that Mathew was still alive? <<<
No question is ever a “dumb question”! His final parole at Talladega, Alabama dated 22 MAY 1865 confirms that he reached home alive. In my detailed posting on Monday, September 20, 2010, you will see a chain of POW delivery records and subsequent Confederate records showing that he reached Richmond alive and was furloughed home sometime after 31 OCT 1864. As an absentee at home from a unit surrendered in Virginia and not accounted for there with a final parole in April 1865, he reported into a Federal provost marshal near his home to be accounted for and released on parole under the terms of the Citronelle surrender agreement.
You asked: >>> Where/What cemetery would I search if he died at Fort Delaware? <<<
I did that search for you, but the name of the cemetery in which those who died at Fort Delaware were interred is Finns Point National Cemetery. It is located in Salem County, New Jersey directly across the Delaware River main channel from Pea Patch Island where Fort Delaware is located.
Mathew did not die at Fort Delaware and his name is not listed on the Confederate monument in Finns Point. I also have a re-print copy of the 1912 War Department “Register of Confederate Soldiers and Sailors Who Died in Federal Prisons and Military Hospitals in the North” which lists all of the Confederate dead named on the various Confederate monuments associated with these POW burial sites. Mathew is not listed as having died and been buried anywhere else within the military prison system.
I would focus on Alabama cemeteries close to his place of residence when he died after 22 MAY 1865. Where are other immediate family members buried? Perhaps his grave is unmarked.
Hope this helps!