Found something interesting… Alan wrote that my GR GR Grandfather, Jilson Day’s service record reported his capture by union forces Sept. 25, 1862 but did not give a location. Alan indicated Day was released/paroled by US Gen George W. Morgan, after his retreat from Cumberland Gap, on Oct. 4th or 14th 1862 at Greenupsburg Ky.

I found (on the web) the following Historical Marker located in West Liberty Ky.
Marker Number: 648
County: Morgan
Location: West Liberty, Main St., US 460
General George W. Morgan's 9,000 USA force, cut off from supplies at Cumberland Gap, retreated 200 mi. in 16 days to Greenup on Ohio River. Camped here Sept. 24-25, 1862.
Gen. John H. Morgan's CSA men, on tragic last raid into Kentucky, after two battles in Mt. Sterling met defeat at Cynthiana June 12, 1864. They moved through here on retreat to Va. Map on other side.

This would indicate Day was captured in the area of West Liberty, Ky. on Sept. 25, 1862.