I don't know how you'd go about compiling such a list. Different soldiers were imprisoned at different times and different places. You'd need to review every existing POW record and decide if each soldier was a Kentucky resident or not. Many records are not clear about the soldier's military commmand, and many were simply civilians. Needless to say (but I'll say it anyway), this would be a monumental task.

Perhaps the State of Kentucky has a grant available to fund such a project.