Interesting you brought up the 1st Kentucky Cavalry at Gettysburg. I've found a soldier named William D. Burns who was with Company A 1st Kentucky Cavalry (Butler's) According to his CMSR's he was captured at Gettysburg. The unit history is not known or at least to my knowledge. I've never heard of the Confederate 1st Kentucky Cavalry being at Gettysburg. It's possible he was taken prisoner during the Tullahoma campaign which occured about the same time as Gettysburg.