Jim and John, I suspect that Wamly's Scouts was some sort of ad hoc scouting force for Shelby that was cobbled together during events surrounding the Battle of Carthage in early July 1861. The best clues I can come up with follow below. Perhaps they will lead other researchers to additional information (I arbitrarily focus on Dr. James G. Russell because he is the one and only person readily identifiable as having served in the unit in question, and seems to be a key to unraveling the mystery of the unit)

The State Archives shows that a J.G. Russell served as surgeon in Wamly Scouts Volunteers MSG--Elected or appointed June 20, 1861; Resigned or term expired July 13, 1861. Time of service 24 days. Paid $134.00.

Archives also shows a James G. Russell served MSG Surgeon Gen. Shelby's command." Certainly Shelby wasn't a general in 1861, but the archives card goes on to provide additional clues on Russell. "After the battle of Carthage was assigned to Clarkson's Reg. Rain's Div. then Brigade Surgeon Aug. 1861. He was appointed by Gen. Price as medical director of the hospitals--Springfield. In 1862 was made medical director of the Ind. Territory and changed to different departments until close of war."

Archives also shows J.G. Russell served as captain/surgeon in "5th Mo. Infantry Vol., MSG" elected or appointed July 13, 1861, resigned or term expired Jan. 13, 1862, Time of service 6 months, Paid $664.

Archives also shows J.G. Russell served as captain/surgeon "6th Mo. Infantry Vol., MSG" elected or appointed Jan. 13, 1862, Time of service 2 months 17 days. Paid $407.71.

Soldiers and Sailors site shows Surgeon J.G. Russell served 1st Brigade, 8th Division MSG

John N. Edwards, in "Shelby and His Men" at page 27 notes that after the battles of Lexington and Carthage, that Shelby attempted to recruit in Lexington but found the place over run with Federals. "Captain Shelby, however, with his one hundred splendidly mounted men, having an experienced surgeon, Dr. Russell, with him, in case of accidents, kept the entire country in turmoil and commotion." At page 381-382, the same book speaks of how Dr. Russell was in the Indian Territory at Boggy Depot, in the midst of intense cold and bitter freezing rain, where he "generously" supplied Shelbys division "with a large amount of medicine and many hospital supplies."

The 1860 Missouri census shows a J.C. Wamley, age 50, reside Grand River Twp DeKalb County, born Virginia, assets $6400 real estate/$2320 personal property.