There were quite a few Yankees captured at Marks' Mills, Arkansas, on April 25, 1864, but there was no POW camp there. Most prisoners captured in the Trans-Mississippi Department were sent to Camp Ford, near Tyler, Texas. The POWs who died there were reinterred after the war at Alexandria, Louisiana.
Here's a link to Camp Ford POW camp: http://www.censusdiggins.com/prison_camp_ford.html