I assume from your previous post about Coleman's Cavalry that it is Coleman's Cavalry that you are interested in. The Confederate service 4th Missouri Cavalry was a different unit raised by Colonel Burbridge. Remember that in the Missouri State Guard each Division named their units starting with 1, so there is a 1st Infantry, for example, in each Division.

After his initial 6 months service as the adjutant for the 1st Infantry Regiment (Wingo's) of the 7th Division (McBride's) of the Missouri State Guard Coleman was sent in January 1862 to organize a Cavalry Regiment which was designated as the 4th Cavalry Regiment of the 7th Division MSG. Coleman's Confederate commission came in June 1862 after he had already raised the MSG unit and conducted extensive operations raiding supply wagon trains out of Rolla either heading SW down the wire road towards Springfield or south along the road through Houston, West Plains and Batesville.

As Bruce Nichols mentions the best reference for MSG units is "Sterling Price's Lieutenants".