Other than having a zeal for holding writers' feet to the fire when making statements of historical fact, I have no dog in this hunt. It does tend to catch my attention when claims that have never ever seen the light of day seem to drop out of thin air with no sourcing to back them up.
I can say that banks were extremely rare in antebellum Missouri. Extremely rare. A handful of politicians, John B. Henderson of Pike County included, made a fortune controlling the issuance of Missouri bank charters, and by being stingy in doing so. There were just a handful of banks--literally--in Missouri as late as the 1850s (with one being, naturally, in Pike County). I am a bit skeptical that a town as small as Osceola, or as remotely located as Osceola, would have had one at the time it was sacked. Or would have had the political chops to have had one at that time.
I am also a little dubious that the personal participation in a firing squad by a United States General/United States Senator would have escaped the notice of historians for a century and a half. Stuff like that tends to get noticed. Just ask Dick Cheney and his hunting partner.
The armed gang of evil-doers and miscreants riding into town, armed to the teeth. And the first thing they go for is the bank. Everybody has seen that movie of the olden days a hundred times. A thousand times, even. With the Lane Gang in Osceola, musta been a bank to go along with it. Had to a been a bank to go along with it. Maybe even a down-and-out saloon girl with a heart of gold whose one true love and hope for salvation tried to protect the bank and was shot by a United States Senator in the midst of the U.S. Senator's committing one of the first daylight bank robberies in the history of the United States.... That's darn good stuff.