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.
To summarize, (1) I don't know how you'd compile this list, (2) it would be a monumental task, and (3) perhaps grant money might be available to fund this project. I assumed that you had access to Confederate POW records. However, since your question suggested that you may not be highly familiar with them, I decided to outlined some of the difficulties involved. I neglected to mention errors in the records, or how difficult some prison registers are to read, and other relevant issues.
You didn't mention publication. but perhaps a university press would be interested in a book on Kentucky POWs. You might compile lists of Kentucky POWs in sections based on different camps, such as Rock Island, Camp Chase, Camp Douglas, Point Lookout, Fort Delaware, Elmira, Johnston's Island, and others. There could be other sections on Kentucky Confederates who died in Federal hands or were released on oath before arriving in a prison camp. Data on Kentucky Confederates who reenlisted in Federal service could form yet another section.
Rather than intending to disparage or belittle you and your question, I'd like to be sure that you clearly understand the size of the task and the great difficulties involved. If our places were reversed, I'd hope someone would do the same for me.