Folklore tells us that Quantrill was in the Cherokee Nation before Wilson's Creek and that he accompanied a contingent of Cherokee there but the source of that story is unclear. As I think you mentioned, in 1864, Adair was at/near Hilliby and thought Quantrill or Quantrill's men were in the area but I don't think there is a reference that says they made contact or cooperated.
So, while it seems plausible they knew each other and cooperated, as you say, we have yet to find sources to know this with any certainty.
Thanks for posting, Lars. It's good to hear from you. It's been a while. Keep in touch.
Ken