Our good friend Bryan Howerton referred to the service records for Davies' Battalion in the Arkansas records.

I couldn't find them there myself, but here is what I found in the Missouri Compiled Service Records from Fold3:

CSR for Davies Mo Bn in Missouri CSR’s

Card 1-“Instructions
Card 2-Davies Bn Mo Cav [Lt Col J F]
Report of Lt Col J F Davies dated 12/12/64 shows him cdg Davies’ 7 Mo Cav & Davies’ Bn
Personal papers on file dated 11/3/64 shows Davies’ Bn ineffective at that time, men having gone home and deserted.
Endorsement by Brig Gen Clark, Jr. shows Davies’ Bn attached to Clark’s Bgde when organized had 307 men and was furnished 250 arms. All of the officers and men, except 34, have left.

CSR’s for Lt Col Davies
Name appears as signature on parole of prisoner of war belonging to Army of the Northern Sub District of Ark surrendered by Gen Jeff Thompson cdg said Army to Maj Gen Dodge.
Paroled at Wittsburg, May 25, 1865

Gen John B Clark Jr.
Division [Mo Cav]
Cane Hill, Ark

Hqrs Marmaduke’s Div
Nov 3. 1864 Respy forwd Davies’ Bn [attached to Clark’s Bgde] when organized had 307 men and was furnished 250 arms. All of the officers and men, except 34, have left and I respy recommend that Col Davies application be granted as the presence of the remainder of his Bn as rather injurious than beneficial to the service. J B Clark Jr. Brig Genl

Hqrs Marmaduke’s Div in the field Nov 3 1864
Respy forwd
This command has nearly all deserted; it lost all its guns at Marais des Cygnes; it has been but lately organized; is [now] now inefficient. The men composing it will not in [any] disposition go south unless force is used and it should be for the benefit of this […]
Colton Greene cdg Brigade

Hqs Kitchen’s Regt Nov 3, 1864
Camp Cane Hill, Ark

J F Davies Lt Col cdg Bn to Maj Gen Clark cdg Marmaduke’s Div-Reports sent up on yesterday are fully ample to show to your satisfaction that my Battalion is now ineffective; the men having […] gone home. Whether I can get them to this army in a body again, of course I cannot say; but with a view to that result I ask that the officers and men now [remaining] be sent to Greene and Craighead Counties to collect the absentees, deserters and details [together] with recruiting authority with instructions to report to the Army Corps at such time as you may deem [ample] [propose].
I further ask if this petition is granted full instructions, etc., etc. Promising the most energetic deportment upon my part to collect the men and enforce orders I have the honor to remain yours.
Respectfully

7th Mo Cav CSR's

J F Davies-
Assistant Surgeon
With archivist notes and AG letter about man of same name serving as Lt Col of a Missouri Bn bearing his name and that during the raid of Gen Price in Missouri in Sept & Oct 64 he commanded the 7th Regt Missouri Cavalry