Hey R.D.,
According to Tunnard, they left Louisiana on steamers and rode them to Little Rock and went into camp at the arsenal. Thereafter the boarded steamers again and went to Fort Smith to join McCulloch. After Pea Ridge they moved to Van Buren and then Little Rock where they boarded the steamers Louisville and Kentucky and headed to the other side of the Mississippi
It doesn't look to me like they were ever in the area of future Camp Nelson.