Just as a follow up, I looked in the online Missouri Sec'y of State's website for Missouri State Archives, military service records, and there is a record there from years past about a J. McCoy of Company D of unidentified Missouri unit "buried at Griffen, George Confederate Cemetery."
Just to muddy the waters, there is also a record for a Missouri Union soldier named John H. McCoy at the Jefferson Barracks National Cemetery in St. Louis in which no unit is indicated.
Bruce Nichols