Mr Cottrell, this quote is from an essay entitled "Yankee Avenger" by Hugh Crumpler.
He gives as sources:
Christopher Phillip, Damned Yankee: A Life of General Nathaniel Lyon. Columbia: University of Missouri Press, 1990. It is the authoritative biography of Lyon. The book is a publication of the "Missouri Biography Series."
James Peckham, Gen. Nathaniel Lyon and Missouri in 1861. A Monograph of the Great Rebellion. New York: American News Company, 1866. Peckham was an officer of the 8th Infantry, Missouri Volunteers. He presents Lyon as a military saint.
I don't have either of those books, but this is Hugh Crumpler's quote:
"Lyon died at age 43 on the battlefield. A rifle ball fired at close range by a Missouri sharpshooter tore through his heart, leaving gaping entry and exit wounds. He was a single-minded soldier who chose to fight a losing battle rather than give up his crusade of punishment of revenge. The decision to do battle had been his alone."
I own two of your books; Civil War in the Ozarks and Civil War in Indian Territory and I refer to them often. They have been a big help in my research.