Alan, I saw this the other day on the Virginia message board, from Johhny Reb. Thought you might be interested, since you said Gen, Lee never had an escort. I suppose you meant a unit which stayed solely with a general officer.
"39th Battalion, Virginia Cavalry
39th Cavalry Battalion [also called Richardson's Battalion of Scouts, Guides, and Couriers] was organized with two companies, later increased to four. It was attached to General Headquarters, Army of Northern Virginia, and served as General R.E. Lee's personal cavalry command. The unit participated in every engagement at which General Lee was present from Fredericksburg to Appomattox. On April 9, 1865, it contained 1 officer and 80 men. Major John H. Richardson was in command."
Chief Boring