Missouri did accept pension applications for Confederate veterans starting in 1913. The Confederate Home at Higginsville began accepting applications from Confederate veterans in 1891. The applicants could have served in a Confederate unit from any state (or Missouri State Guard). There was a residency requirement for the Confederate Home of two years, I'm not sure what the pension law required. The records of the pension applications are kept on file at the state archives. They are also on microfilm. I work at Confederate Memorial SHS, the former site of the Confederate Home. We have a copy of the microfilm. I can look up the record for you if you'd like and let you know if your ancestor applied for a pension. I checked the Confederate Home records and he was not on that list.