One of my GGgrandmother's cousins - James Gashwiler - was paroled at Vicksburg.
James A. Gashwiler, Piondexter's Reg't, Missouri Cav., Civil War, confederate, private

Captured 13 Aug 1862, Linn Co., MO & sent to Alton, IL, transferred to Johnson Island, OH & exchanged in Vicksburg, MS. His health was bad and he died 8 Dec 1862 and was buried in the Confederate section of the City Cemetery at Vicksburg. Tombstone at Oakland Cem., MO

I think I got yhe information from the Randolph Co., MO GenWeb Site. The family placed a marker in a cemetery there.