http://publications.ohiohistory.org/ohstemplate.cfm?action=index&letter=J
John Henri Kagi was a follower of John Brown and was killed in the raid on Harper's Ferry in 1859. It seems possible or even likely he was an acquaintance of Col. Wm. A. Phillips and likely considered a martyred hero by Phillips and by Willett's Battalion.
This doesn't explain "Kahi" unless it is transcription error. Could it be that Camp Kagi was named for this hero of the abolisionists!
I looked in a Choctaw dictionary for Kagi and Kahi and found neither though a Choctaw speaker would be much more reliable.
Ken