Benjamin Shepherd was in Co. B of the 2nd Arkansas Cavalry (US). His name does not appear in the Civil War Soldiers and Sailors database, which I assume is what you looked at. I looked at his actual service record. In the record, you will find information on his death. There is a letter from his brother-in-law to the post commander at Helena in which Shepherd's death is detailed. It was written only a few days after he was killed. There is also another letter, written by Shepherd's captain, in which he too explains how Shepherd was murdered.
I have not tried to locate him in the census records. Keep in mind, though, that there are at least a half a dozen different ways to spell Shepherd. Also, many people simply do not appear in the census records, especially the earlier ones.