You're right again buddy, I just found evidence that backs up what you were saying about Roane remaining in Arkansas. In the Official Records there is a message from Dabney Maury to Roane dated 11 May '62 which says: "I am directed by General Van Dorn to say that he wishes you to assume command of the forces for the defense of the State of Arkansas."

http://ehistory.osu.edu/books/official-records/019/0827

Moreover it goes on to say "All the companies of Parsons' regiment of cavalry which may have come over the Mississippi will be ordered back at once."

Parsons's regiment of cavalry was the 12th Texas Cavalry Regt., the one that I suspect is the "mystery dismounted Texas cavalry regiment" that the ORs put in Dabney Maury's brigade at Corinth, as it was earmarked for Corinth but its orders were changed as we see here.