I for one have never heard of such a thing. Doesn't mean it isn't possible, just haven't come across such a story!
Where were these Croatian volunteer companies raised? If they were raised in Croatia for Confederate service, they would have had to run the Union blockade (a ship load of 350 to 400 men) and not an easy thing to do. They could have more easily landed at New York City as a boat load of new immigrants and been enlisted in the Union army.
If they were raised from a community of Croatian immigrants who were already established in North America when the war began, that could be almost anywhere. New Orleans was perhaps the best known city for immigration in the mid-1800's, but numbers of European immigrants landed in Charleston, Mobile, Richmond, and Galveston as well.
Happy Easter!
Hugh