Mississippi did adopt a national flag (i.e., the Magnolia Flag of the Republic of MS) prior to joining the Confederacy.
The Magnolia Flag became the state flag of the Confederate State of Mississippi when MS joined the Confederacy. It was the State Flag until the 1890's.
See http://www.confederateflags.org/states/FOTCmississippi.htm for info on the Magnolia Flag. Note, however, that some Magnolia Flags apparently had a red border on all four sides, which is, in my opinion, the proper interpretation of the legislation creating the flag.
Hope this helps! -- Jim Huffman, Gainesville Vols, SCV Camp 373, Pearl River County, MS