Oh, I see. The answer lies within "Official Records of the Union and Confederate Armies." I examined series 1, vol. 48, part 2 about military business in Louisiana and the Trans-Mississippi West concentrating between May 9 and 14 but failed to find the telegram you seek. However, other correspondence regarding Missouri makes it plain that Federal authorities there were facing onset of many southern guerrillas returning to Missouri from the South.

On May 9 on pages 367-8 Major General John Pope directed Rear Admiral Lee of the Mississippi Squadron to prevent Rebels of the disintegrating armies from returning to Missouri where they may add to the problems of the Federals there trying to squelch guerrilla warfare. On page 387 Major General Dodge on May 10 wrote about the surrender of Lieutenant General Dick Taylor and his forces east of the Mississippi River "on the Grant-Lee terms." About this date scores of guerrillas were flooding back into Missouri to resume their brand of warfare, as shown in numerous reports in Missouri by local Union commanders. On May 9 and 10 some Confederate units surrendered in the Trans-Mississippi West and Federal commands permitted them to go home. Meanwhile, in north Missouri May 12 a Union patrol killed some Confederate soldiers in gray uniforms and carrying Enfield rifles who claimed to be under orders from Major General Price. Union commanders in Trans-Mississippi West were requesting guidance about what to do when faced with Rebel units of all kinds who desired to surrender. The War Department on page 429 issued May 8 General Orders Number 85 which issued some guidance to local commanders about what to do with these surrendering southerners. There is a sentence in this order that states "In respect to all other prisoners of war further orders will be issued." There are also references in Volume 48, part 2 to Volume 46 part 3, which I don't have. You may find that War Dept. order you seek in Vol. 46, part 3.

As for Kentucky, I seem to recall from my reading that it had problems with guerrillas, too. Some weeks later the Federals stopped the guerrilla war in Missouri by offering amnesty to those who came in, surrendered, and took an oath not to bear arms against the US again. Within days, it was finished except for some who turned outlaw and wanted to continue raiding and robbing.

That's about all I could find.

Bruce Nichols