This topic has come up on the Indian Territory and Texas message boards before so I searched for postings and found the below. Per Capt Mackey's testimony, I misstated the point at which they crossed the Arkansas River. Capt Mackey states it was a Pheasant Bluff (aka Pleasant Bluff) which is upstream from Wilson's Rock and fits better with McPheeters statement that they were half way between Forts Smith and Gibson (though still much closer to Ft Smith than to Ft Gibson). McPheeters says they crossed into the Choctaw Nation. Had they been much further up the Arkansas than Pheasant Bluff they would have still been in the Cherokee Nation and they would have had to cross the Canadian River too. Pheasant Bluff is where Brig Gen Stand Watie captured the steamer J.R. Williams.
Also, I stated they marched to North Fork Town which is probably not correct, though they were nearby. Shelby crossed the Canadian moving north and probably went through North Fork Town moving along the North Fork of the Canadian. McPheeters probably stayed south of the Canadian and camped on Gaines Creek (aka South Fork of the Canadian) north of present McAlester OK. Gaines Creek is where they reached the Texas Road and followed it south via Perryville (close to present McAlester and where Gen Maxey had sent supplies for them), Gen Stand Watie's camp on Little Boggy (near present Stringtown OK), to Boggy Depot (southwest of present Durant), and on to Nail's Bridge adjacent to Ft McCulloch (not garrisoned but was probably a Cherokee refugee camp), and across the Red River via Kemp's Ferry.
I don't recall where I found the reference to the 2nd CO Cav following and firing across the Arkansas at the retreating Confederates. It was contained in an officer's description of the march from Cane Hill to the Arkansas and then north to Ft Gibson and on to Kansas. I'll have to hunt for this source.
Testimony of Capt T. J. Mackey at Price's Court of Inquiry.
ORs, Series I, Vol. 41, Page 705+
http://ehistory.osu.edu/osu/sources/recordview.cfm?content=/083/0705
M. Jeff Thompson's memiors:
http://history-sites.com/cgi-bin/bbs53x/itcwmb/webbbs_config.pl?noframes;read=4716
Shelby's Div
http://history-sites.com/cgi-bin/bbs53x/itcwmb/webbbs_config.pl?noframes;read=4814