Sue,
After examining the references you see beneath your query I strongly think the Captain Kelly whose company escorted the 70 tons of gunpowder from St. Louis to Jefferson City was Captain Joseph M. Kelly, prewar a grocer from St. Louis. This does not take anything from your Captain Ephraim V. Kelly, prewar a grocer from St. Joseph, who also had a colorful career pursuing Missouri's southern cause. You can see how folks could confuse these two Captain Kelly's, but you can also see from the message string beneath your query a large amount of biographical detail about your own Captain E. V. Kelly that will advance your search for information about your ancestor.
Bruce Nichols