Glenn,
I have tried to find reliable documentation of Quantrill acting in concert with Stand Watie, but haven't found any hard evidence in the Official Records or elsewhere. That Quantrill went through Indian Territory to Texas in October 1863, and back to Missouri in April 1864, is well-documented. Then several books mention that Quantrill's men went back to the Nations in December 1863 in support of Stand Watie's raid into the Cherokee Nation. As far as I have been able to discover, the only source for Quantrill being with Watie at this point are two reports by Federal junior officers. This seems to me to be wholly unreliable speculation on their part - the Federals at this point were seeing Quantrill everywhere. A few days later, Confederate reports place Quantrill in Sherman, Texas - where I suspect he was all along (no mention is made of a recent move into the I.T.)
Col. William P. Adair reported in May 1864 that he tried to make contact with Quantrill during his operations in April and May, but Quantrill apparently avoided contact and went his own way back to Missouri.
I regret that I can't give you any specific references to where this is found right now, I'm writing from memory and not looking in my files. Contact me by e-mail if you need it.
As regards his Confederate commission, Quantrill was commissioned a Captain of Partisan Rangers in the CS Army. Just when and where I can find out on request (I have it somewhere). His Colonel's rank, however, can not be documented, but he claimed to be one when arriving in Texas late in 1863, - by virtue of having enough followers to equal a regiment, I suppose (though many broke away from him in 1864).