You are quite right. They did go to Western Virginia. They did however spend most of their last 2 years in the Shenandoah Valley. They were part of Early's 1864 campaign and served from Lynchburg to Staunton. I believe they only spent a few months with the Dept. of Western Virginia.
They took part in the Battle of Lynchburg and were praised for preventing Union raiders from burning the Tye River Bridge on the Orange & Alexandria Railroad, on June 11, 1864, thereby allowing Early to move his corps to Lynchburg in time to prevent its capture by Hunter.
Here is an excerpt from The Lynchburg Virginian
“An ammunition train that left the city via the Orange road, about two o'clock on Saturday, and for the safety of which great fears were entertained, returned safely about eight o'clock in the evening. The conductor saw smoke in the direction of Arrington Depot, from which he inferred that the building was being burned by the enemy. There was on the train a gentleman named Douthat, who had had a hundred unarmed men with him, and he took responsibility of seizing an equal number of muskets that were on a car, armed his men, and got off at Tye River bridge with the avowed purpose of defending it to the last extremity. Such an instance of heroism should not be left unrecorded.”
The Lynchburg Virginian
According to The Long Arm Of Lee by Jennings Cropper Wise and Sifakis's Compendium the battery was captured with Walker's Artillery Column at Appomattox Station. No colors are mentioned. The only reference to colors I can find is a reference to the distribution of their "silk dress state flag" at Vicksburg. Apparently the flag was torn into strips and given to each member to keep their colors out of Yankee hands.