According to "Tennesseans In The Civil War", Co. K of the 21st Tennessee Infantry was from KY. It was called The Pillow Guards No. 2"

The 2nd TN (walker's) and 21st TN were merged after Shiloh to form the 5th Confederate Infantry, which was the only such named regiment that had men from the same state (other than the one KY company). Typically, the Confederate regiments were made from companies of several states.

Greg Biggs