Roger --
There are no military actions reported in this county during May 1863. At this time the 5th Kentucky Regiment was assigned to Humphrey Marshall's command. Aa dispatch from Gen. Sam Jones dated May 1, 1863, includes the following quote --
I have no reliable information from General Marshall's command, but am informed by persons who have seen and conversed with some of his officers, that his command is scattered through Harlan, Letcher, and Perry Counties, Kentucky, and in an extremely disorganized state.
Just because a soldier was captured doesn't mean any fighting was involved. Thousands of Confederates found themselves on the way to prison as a result of an innocent visit home.
The only military action in the state at this time was a Federal expedition to Monticello KY.
Do you have the actual date from a military record or from some other source?