The site you mentioned is hosted by ADAH and lists files assembled by Thomas McAdory Owen a century ago.
http://www.archives.alabama.gov/findaids/v31543fm.htm
The reference to McDonald's Company (no reference to cavalry) comes from a letter written to Dr. Owen in 1910. Evidently the writer lived in Coosa County and represented himself as a member of this company. I've probably handled that letter some years ago and have notes about it. I'll try to locate my Coosa County file and see what notes about it are in that file.

Failing that, someone might decide to visit the ADAH and locate that letter.