Ahh! The Free State of Winn!!
You wrote: >>>I am attempting to find out if any Federal Units were raised in Winn Parish during the War Between The States.<<<
Not a full company, but Winn Parish residents did serve in the Union army during the war. In September 1863, a group of citizens living primarily east of the Dugdemonia River signed and sent a petition to General Grant at Vicksburg offering the services of their "home guard" to the Federal government. While nothing was ever forth coming from the Federal government, many of these folks later enrolled in the Federal army with the Louisiana Scouts when Federal forces occupied Alexandria in early 1864.
The December 2000 issue of "Legacies & Legends of Winn Parish" (a quarterly publication of the Winn Genealogical & Historical Association) contains an article entitled "Winn Parish Union Volunteers" authored by Chris Rein of Baton Rouge based upon his research presented for a master's thesis at Louisiana State University. He identified 39 Winn Parish residents as members of the First Battalion, Louisiana Scouts and was able to identify the parish of residence of fully 209 of the 373 members of the Louisiana Scouts. I'm not sure if copies of this issue are still available, but you can write to the WH&GA at P. O. Box 652, Winnfield, Louisiana 71483. Or perhaps your local library can get an Interlibrary loan copy of the December 2000 issue.
You wrote: >>>I understand that Winn Parish did not secede from the Union in 1861 ...How long did it remain Federal?<<<
Winn Parish remained a part of the State of Louisiana and was never occupied by Federal forces during the war. It was, however, host to a substantial number of outliers and absentees who were pursued from time to time by Confederate conscript patrols.
The political sentiment in Winn Parish in early 1861 was generally against secession. David Pierson, a young attorney, was elected to represent the parish at the secession convention called by Governor Moore in Baton Rouge in January 1861. True to his commitment to the folks back home, Pierson voted against secession in all votes taken and refused, along with several others, to change his "no" vote at the end of the process when asked to do so in order that the vote for secession be made unanimous.
His duty done, Pierson then returned to Winn Parish and raised the first company of Confederate volunteers from the parish - Company C, 3rd Louisiana Infantry. Pierson played a prominent role commanding the regiment at Vicksburg and was promoted to Lieutenant Colonel of the regiment.
Winn Parish contributed eight companies of men to the Confederate army (four raised before passage of the Confederate Conscription Act in April 1862), and many Winn Parish residents were enrolled in companies formed in adjacent parishes. And many residents can be accounted for in the Union army.