Hello.
You really need a location of where he was being held, I would think.
I would almost bet you money that unless the records actually say so, he was a member of some CSA group. That is called experience.
My own family always thought that my ggg grandfather Price was not a member of any military group.Then when I decided to search, I found out that what we thought was wrong.
If your ancestor died of some dreaded disease such as smallpox, I can promise you the family never got his body back. If they had, the family would have marked it with a CSA marker later on.
I truly believe you need to research more including who it was that picked him up at the time. Then see what the unit history of that Union group says.
You have to remember the Union forces were in control of much of the state of Arkansas.
Good luck!
Linda