The 1880 "History of Pike County Illinois" is online here -- http://www.archive.org/details/historyofpikecoun00chas. It may reveal information on the McCoys and/or information on the 3rd Missouri Infantry or 19th Missouri Infantry recruiting there. Around seven or eight years ago -- back in the dark ages before everything started becoming digitized -- I studied a hard copy of this particular volume, and seem to recall that it discussed Missouri recruiting in the county during the war, or at least Pike Illinois men serving in Missouri units.