Neither BG. Martin Green nor Colonel Cockrell wrote that their Missouri brigades captured any flags. Page 414, 415 and 416 on Colonel Cockrell's report. BG. Martin Green's report was small and nothing much on anything (Page 419).
LT. General Pemberton wrote that Five Union flags were captured total. I do the 2nd Texas captured "Two stand of colors". One was the 77th Illinois (National) and the other had believed was the 22nd Iowa, but people have confirmed to me on here, that it was not the 22nd Iowa. The 77th Illinois's regimental flag was buried in front of the fort and I have no idea if the Confederates found it.
Mr. Schmale's outstanding Illinois flag website: http://www.civil-war.com/index.html
Scroll down to the "77th Illinois" regiment, then scroll down to the blue flag regimental flag and this is what it will say.
"Bentley, in his history of the Seventy-seventh details the presentation of a set of colors to the Regiment in September 1863. It will be remembered that the flags presented to the Regiment before leaving home, were lost in the unsuccessful charge at Vicksburg, May 22d, 1863."
Ok, so that looks like "Flags" aka two. I know the National was captured, so this indicates that the Confederates must have saw and found the Regimental flag.
Now check out the 99th Illinois flag (Same site). The middle National flag, was carried by Sergeant Thomas Higgins.
Total: Three are known. The other two is floating around. I am very happy people on this board pointed out that the 22nd Iowa flag was not captured.
Well, if anyone has sound sources on the other two flags, that were captured, let me know.
Thank you and have a great day,
Shawn Prouty