Robert,
You may be familiar with these accounts I found on the UALR website.

Massacre of Confederates by the Osages
The Osage Magazine 2 (February 1910)
http://www.anpa.ualr.edu/digital_library/Osage_Sketch/osage_sketch_7.htm

Massacre of Confederate Officers
The Sequel
The Osage Magazine 2 (May 1910)
http://www.anpa.ualr.edu/digital_library/Osage_Sketch/osage_sketch_8.htm

"The Sequel" is supposedly written by the only Confederate survivor and he also places the event in Indian Territory. The other versions make southern Kansas seem more likely. An Osage village in the Cherokee Nation in Indian Territory seems very unlikely.

Ken