Im at work and speak from memory. I do not believe they left together. General Henry McCulloch had Quantrill arrested at Bonham. Quantrill escaped and along with his followers rode for the Red River pursued by the followers of Bloody Bill and McCulloch's garrison cavalry the 5th Texas Partisan Rangers. Shots and taunts were exchanged but neither wanted to really do each other any serious damage. Certainly the 5th Texas Rangers had enuff sense not to close with the likes of Quantrill's men.

The Guerillas camp was just west of Sherman on Mineral Creek during their stay in Texas.In general,whomever left with Quantrill after the Baxter Springs fight would have been in Texas.