Henry --
Confederate military units reported to Confederate authorities; state military units reported to state authorities. Ultimately state guards reported to Gov. Brown.
This website includes a record of events for one of the state guard units. At the bottom of the page there's a very clear description of duties. State Guard units were disbanded in 1864 as many members were liable to Confederate service --
http://www.rootsweb.com/~gapauld2/military/mil.McBrayerAE.shtml