According to Jay Monaghan in CIVIL WAR ON THE WESTER BORDER 1854-1865 page 263, he states that "Gen. Hindman ordered Gen Marmaduke's horsemen to lead flank movement. He could use Shelby, Quantrill and Stand Watie at Cane Hill."
Also, Quantrill and Stand Watie both fought at Wilson's Creek and Lexington.

In late 1861, Quantrill went to Richmond, Virginia to seek a commission, but the Secretary of War denied him.

In late 1861,
Monaghan also stated that Quantrill received only a colonel's commission (page 274). I did find another source that said that Col. Gideon Thompson, who had authority from Gen. Thomas Hindman, supposedly gave Quantrill a captain's commission. Then Missouri Governor Tom Reynolds wrote to General Price that Quantrill had never been a military officer for the state of Missouri, nor was he known as a Confederate officer at the Trans-Mississippi headquarters. Reynolds felt Quantrill and his men should join the Confederate Army, and he'l like to use them.

After his run in with Gen. Blunt at Baxter Springs, Quantrill was congratulated for his victory. Brig. Gen. William Steele, Maj. Gen. J. Bankhead Magruder and Gen. Price praised Quantrill. Gen Henry McCulloch wrote Capt. Edmund P. Turner that they should officially recognize Quantrill if he was an officer, but if he wasn't, to deny he had any part of the Confederate Government.