The only Confederate officer brother of a famous Confederate senior officer of NE Missouri captured on a train during the war that I know was Captain Clinton Burbridge captured 8 June 1863 on the train at Mexico, Audrain County. Of course, Clinton is the brother of Colonel John Q. "Jack" Burbridge of Pike County. Kirby, since you have such a well-known interest in Confederate officers of Pike County, this may have been what you were thinking about.
Sources for Clinton's capture include:
--Eakin, MO POWs, Burbridge entry;
--period newspaper "Daily Missouri Republican" 11 June 1863;
--period newspaper "Daily Missouri Democrat" 15 June 1863.
I drew a blank on one of Caleb Dorsey's brothers captured on a train in 1863 or 1864, but it is possible.