Roy,
I have to agree with Robert. When the Confederate pension law was enacted in 1912, only 4 individuals applied from Clay County. Two of the applicants were a North Carolina veteran, and later his widow who relocated to Kentucky post-war. Only one of the applicants was actually born in Clay County, and he enlisted in Diamond's 10th Kentucky Cavalry. Of course, not every veteran applied for a pension, but that should give you an idea of how few Confederates there were in Clay.
Steve