During the course of the war, A.V.E. Johnston made a transition from Conservative Unionist to Radical Unionist from 1861 through 1864. Johnston's service in a southern-supporting unit appears to have been in the pre-war Missouri State Militia, not the wartime Missouri State Guard. By the time the MSG was up and running Johnston was serving in Pike County's 5th Regiment Six Month Militia, where he seems to have made the acquaintance of the Pike County Radicals who went on to become key members of the state Radical party (Drapers, Dyer, etc.). While Johnston was still a Conservative Unionist ca. 1863, the Radicals hammered him with allegations of service in a southern-supporting unit. I haven't found him in a MSG unit, and there seems to be a question regarding whether the pre-war MSM records exist.
The question of Johnston's service in a southern-supporting unit was discussed on this board previously, with the query being initiated by Jim McGhee. See the discussion regarding it towards the bottom of the thread found here:
For those researching Johnston, his full name was Andrew Van Eman Johnston.