Most of the Dent County Headrick men of military age fought first in the 1st Infantry Regiment (Wingo's) of the 7th Division (McBride's) of the Missouri State Guard. A company was formed at what would later become Celina Post Office (on the ground where the Headrick Cemetery is) with Silas Headrick as 1st Lieutenant.
They then rejoined under Colonel William O Coleman (originally Captain and adjutant of Wingo's Regiment) in the 4th Cavalry Regiment of the 7th Division of the 7th Division of the Missouri State Guard. Coleman's Cavalry was dismounted in November of 1862 and became part of the 10th Missouri Infantry Regiment. There were at least 4 Dent County Headricks in the unit, Casper's sons Alexander F and Commodore D and Christopher's two sons Franklin and Silas. Both Franklin and Silas were transferred to Pindall's Sharpshooters shortly after joning the 10th.
I've been unable to confirm what service, if any, Casper participated in. There is a record for a C B Headrick in McBride's Division, a 2nd Sergeant, slightly wounded at Wilson's Creek that could be him. It's also possible the C B was actually his son C D (Commodore D)or someone else altogether.
I suspect the Casper Headrick referred to as the Captain of Company A and later Major in Hunter's Cavalry is the Caspar Headrick from Bollinger County. I don't know the source of Mr. McGhee's reference to Company A of Hunter's Cavalry as a Dent County company.