Here is what Booth's says about him:
"Bailey, C. P., Pvt. 5th Co. Battn. Wash. Arty. La. En. June 18th, 1862, Tupelo. Roll for March 6th to April 30th, 1862, "Recruit. Joined from Depot at Tupelo." Present on All Rolls from May, 1862. to June, 1863. Roll for July 1st to Oct. 31st, 1863, "Killed in Battle, Chickamauga, Sept.
19th, 1863."
I would guess that he was buried in Georgia. Unless the family had money to dis-inter him and bring him home. Just a guess
JIM T