Source: James G. Hollandsworth, Jr., "The Louisiana Native Guards: The Black Military Experience During the Civil War" (LSU Press, 1995), page 111.

Endnote #32: "--Carole R. Taylor and Jane B. Chaillot, "Oscar James Dunn," in Glenn R. Conrad, ed., "A Dictionary of Louisiana Biography" (New Orleans, 1988), Volume I, pages 268-269, state that Dunn had gained a captaincy in the 1st Louisiana Native Guards, but the Official Army Register does not list Dunn among the officers of that or any regiment of the Native Guards."

Out of curiosity, I ran "Dunn" through the National Parks Service Soldiers and Sailors system (the Louisiana Native Guards morphed into the 73rd, 74th, and 75 Regiments, USCT in the spring of 1864) and found a George Dunn in the 74th USCT and a Reuben Dunn in the 75th USCT, but nothing that could be construed as a CMSR for Oscar James Dunn.

Bank's purge of black officers took place in the fall of 1863 before the transfer of these regiments to the United States Colored Troops. If Dunn were purged, or his election or appointment never officially recognized, this may explain why no record. But surely there are records of his having been enrolled as a Private in the National Archives.

I would get in touch Art Bergeron and see what he knows!