and
Gen. Jo Shelby; Undefeated Rebel, by Dan. O Flagherty and another author.
These are both on Amazon.com,
However: I read a book a few years ago which was a biography of JO Shelby. It had about his entire life, then his service in Kansas City, as a Federal Marshal, if I recall correctly, and finally about his wife. I think I have also read a book about Betty Shelby. The cover, as I recall was white with a line drawing of a cavalry officer. Neither of the books listed at the book seller look as I remember the biography. I still have the book but it would take some searching to find it at the moment.
Happy searching. Anita Allee