Airon, I don't have a Confederate pension index for Mississippi, but I have indices for Arkansas and the other states surrounding Arkansas (Louisiana, Missouri, Oklahoma, Tennessee and Texas) which I checked, and found no pension application from the widow of John A. Mothershead/Mothershed.
Through reciprocal agreements among the states of the former Confederacy, applications were filed in the state in which the applicant was currently residing, regardless of which state he enlisted in.