It is sometimes difficult to locate Quantrill "in person". The Union troops often called any bushwackers "Quantrill's men" or would report they had encountered Quantrill. There are reports of captured men claiming to be Quantrill. Not all of 'his men' came south for the winter so there are encounters with "Quantrill's men" in Missouri during the time he was in Texas. The Confederates had as much trouble keeping track of him. Adair undoubtedly knew Quantrill personally so, like you said, his statement "Quantrill got in the neighborhood" probably meant some of Quantrill's men were nearby.

You might contact Rose Mary Lankford or post on the Missouri messageboard to see if there are records of Quantrill and his men that would fill in the gaps.

Someone correct me if I'm wrong but I beleive Quantrill was with the "Southern Cherokee" at Wilson's Creek. I beleive he had been visiting or boarding at the home of James M. Bell in 1861.