Billy,

You said: Another gap in the ORs' order of battle I found is in Martin Green's brigade of Price's division of the Army of the West. In that brigade one of the units listed is "Priest's Missouri infantry regiment" and I found this must mean Lieut. Col. John W. Priest but he didn't command a regiment as far as I can tell, he was instead in command of a battalion of Missouri infantry. I found on the Pea Ridge order of battle it says that Priest was in command of both the 4th and the 5th Missouri Infantry Battalions
http://www.armchairgeneral.com/forums/showthread.php?t=145736
so I was thinking maybe the original intention was to combine these two battalions into one regiment and put Lieut. Col. Priest in command of it, and maybe (if this is the case) the people compiling the order of battle for the ORs saw this message and assumed it must have been carried out, but maybe these orders were changed and they decided not to amalgamate these two battalions but the OR folks didn't see that later message so they put it in the order of battle as "Priest's Missouri infantry regiment". Do you think this might explain it? Or have you seen a more detailed order of battle that clarifies this mystery regiment?

I refer you to:
Sterling Price's Lieutenants: A Guide to the Officers and Organization of the Missouri State Guard, 1861-1865
by my friend Jim McGhee for excellent information on Missouri history, especially the Missouri State Guard, including Priest. Most [if not all] of the sources I use here came from Jim McGhee

Here is what I have arranged as nearly as possible in chronological order:

John W Priest [in the CSR misc section]
Col-Priest’s Regt

9/1/61 Hoskin enrolled in Capt John W Priest’s Cavalry Co of the 2nd Div MSG formed in NE Mo.

Sterling Price's Lieutenants: A Guide to the Officers and Organization of the Missouri State Guard, 1861-1865
Parsons 6th Division MSG
2nd Cavalry Regiment
Colonel John W. Priest [others in this regiment incl Col McClary, Col Charles B Alexander, Major Ebenezer Magoffin

Hoskin, William N. (1841-), Civil War Diary, 1862-1865 http://statehistoricalsocietyofmissouri.org/cdm/ref/collection/amcw/id/1305
3/28/62 commence our march to Des Arc
4/14-15 laying over at Des Arc-Sold my horse here
4/16 left Des Arc for Memphis on board the Sovereign
4/19 Arrive at Memphis where the landing is loaded with boats
4/20 after lying on the boat until this evening we unload and move through the city and camp on the edge of town-laying here for several days. A good number of the old State Guard turn over to the Confederate service here-we receive our first pay since being in the service-then we move camp to the fairgrounds. While here, we lived fine-buying everything that we liked to eat with our pay
During our stay here we organized the old state guard into two or three battalions

With Parsons East of the River
While in Memphis, the MSG rec’d their first pay. They would remain here until 5/1.
While in Memphis the reorganization was continued. Pvt Hoskin’s diary mentioned the Guard was organized into two or three Bns. Two of the Bns were commanded by Col John W Priest & Col John Winston.

W. M. Moore letters from Skaggs collection
William M Moore 10th Mo Infy-Co A-member Mo State Guard severely wounded Lexington- Green Regts Harris Bgde-promoted Lt Col at Memphis

Col Priest’s Regt [MSG] reorganized at Memphis in May [April?] 1862 & I [W Moore] being his adjutant was elected Lt. Col & L. A. Pindall was elected Major. Maj. P. was the Brother of X. J. Pindall who was the father of Gov. Pindall of Little Rock. Major Harry Hughes had a Bn at Memphis when it was consolidated with Col Priest’s Bn & Hughes became Capt.

[MSG]-............Col Brace now Judge Brace of Pairs, Mo. left us at Des Arc. .............most of his command went with Col Priest [to Memphis]
Priest in command-Arrive Memphis from Des Arc on 4/18 and stay week to 10 days outfitting ourselves paid and rested. Then on to Corinth

J W Priest csr
4/20/62 Special requisition W L Armsted QM 5th Bn-16 tents & flies-2 tents, 2 sets tent poles & line from CSA QM [Geo A Turner]Rec’d at Camp A S Johnson-signed by Lt Col Priest cdg

John W Priest csr
Found in Missouri miscellaneous

4/1/62-9/2/62 pay period in MSG-3/25/63 Paid W P Terrell [filed under William H in state guard]-paid for 4/1/-9/2/62 in Capt Davis’ Co Priest’s Regt Cav, MSG, and for use & risk of horse from 4/1-9/2

4/22 Memphis-medical requisition by Lt Col Priest 5th Bn MSG- Lt Col J W Priest of 5th Bn-Appears on requisition for medical and hospital supplies for field service of this org for 4/22-5/22

Capt Wm B Reynolds Col Priest’s Regt of Parsons’ command-CSR
12/3/61 Sac River-ref to being Capt assistant commissary in Green’s 2nd Div MSG

Jan 62-I was unable to get out of the army

2/14 Resigned but not allowed to go home & was placed in the QM Dept & served there until we arrived in Memphis [April]

4/30 Memphis-I was apptd regimental QM Priest’s 2nd Mo Regt & served as such from 5/1-9/23

"Camp and Prison Journal" by Griffin Frost
http://www.sciway3.net/cmp-csa/the-other-side/frost_mo_state_guard.html

In the month of August 1861, I enlisted in the Missouri State Guards, Company "A," organized in July, near Emerson, Marion County, Mo., John W. Priest, Capt., John Hicks, First Lieut. Our regiment was commanded by Col. Martin E. Green, Joseph Porter, Lieut. Col., and Wm. Davis, Adjt.

MAY 14.—Guarding a bridge on the railroad, 10 miles south of Corinth. Our route lay through swamps the whole distance, and had to cross several streams. While part of Co’s "B" and "C" were on a bridge the timbers gave way, throwing several into the deep cold water; one man slightly injured.

MAY 17—Col. Priest ordered to report himself and men, minus 160, at headquarters immediately; Cos "A" "B" and "C" left to guard the bridge

JUNE 8.—Camped in an open field near Tupelo—no shade except our tents. Sun disagreeably hot, but still we are rejoicing; we are going back to Missouri—the garden spot of the Confederacy. Gen. Price has gone to Richmond, will return in eight or ten days, when he will carry us back. God bless "Old Pap," we all love him like a father, and we don’t allow any but Missourians to claim him either. Some Arkansas boys tried calling him "Old Pap" but they were soon "dried up." We are elated too, over the victories of Stonewall Jackson. We are full of hope—confident of gaining our independence.

AUGUST 1, 1862.—Worked till 12 o’clock last night, and had nearly all the wagons on board, when a storm of thunder and lightning came up, accompanied with rain, which continued till morning. We sat on the ground with only a blanket thrown over us, and this morning were as wet and muddy as mud and water could make us. The report has just reached us that the coast is clear, both up and down the river, and that being the case we will proceed to cross the river. Now in the middle of the Mississippi; all on the lookout for gun-boats, but thank fortune there are none to be seen; there, we have landed safely on the Arkansas shore, and I will now have to stop writing and go to work.

9/1 Camp Mitchell Ark- Griffin Frost -still here-been reorganizing troops many sworn in for war. Many sick-
Co A and Co B not having enough men to organize a full Co, a “skeleton” was formed of which Col Moore takes command till we reach border where we fill up and have a new organization. [Thus it appears that Col Moore takes command of remnant of Priest’s Regt that appears to be less than a full Co, although there are later references in Alexander Papers to Priest and Winston as having Bns]

9/1 skeleton regts of Priest and Winston of the MSG- These regts entered Confederate service 9/1 at Camp Mitchell [Ark]
Co A-men enlisted Camp Mitchell by Col McClarty

Series I, Vol. XVII, Official Records
Referring to this order, Lieut. Col. George William Brent, writing on the same date from headquarters Western Department, said:
The troops that have been discharged from the army of Major-General Van Dorn are not in the service of the Confederate States Army, but Missouri State Guard. All such troops may be allowed to go hence.
On the 13th of July, the Missouri State Guard was relieved from further service east of the Mississippi River and ordered to join the command of Major-General Hindman in the Trans-Mississippi District. General Bragg, by whom this order was given, took occasion to express his appreciation of the soldierly qualities of the State troops. His order is as follows:
SPECIAL ORDERS, HEADQUARTERS DEPARTMENT NO 2, No. 115 Tupelo, Ms July 13, 1862
I. The Missouri State Guard, under command of Brig. Gen. M. M. Parsons, are relieved from further service east of the Mississippi River, and will proceed with the least practicable delay to join the forces of Major-General Hindman as soon as practicable. The general commanding desires to express to General Parsons and his gallant officers and men his high appreciation of their patriotic devotion to the cause in which we are engaged, which has ever distinguished the citizens of Missouri in the armies of the Confederate States.
II. The quartermaster's department will furnish the necessary means of transportation to facilitate the earliest possible execution of this order.
By command of General Bragg:
THOMAS JORDAN, Chief of Staff.

[Ibid, Series I, Vol. XIII, p. 855.]
Soon after their return to the region west of the Mississippi, measures were adopted having for their object the transfer of the State Guard to the Confederate service. Col. Waldo P. Johnson, a recruiting agent for the Confederate Government, writing to General Price, September 15, 1862, said:
LITTLE ROCK, ARK., September 15, 1862.
Maj. Gen. STERLING PRICE.
GENERAL: I arrived here about one week since, reported to Major-General Holmes, who confirmed and enlarged my authority, modifying it in one particular only, requiring me to report to him alone officially the result of my efforts at recruiting m Missouri, and requesting me at the same time to advise you of the change. * * * On yesterday the governor arrived, and after a long interview between the governor and general, at which I was present, the governor turned over to General Holmes all the State property at this place, embracing a large amount of clothing and other army stores; also all now in Mississippi. The governor also made an order turning over all the State Guards now in Missouri to the Confederate States, requiring them to report to me, withdrawing from all persons all power to recruit in future for the Missouri State Guard. I have not seen General Parsons, but arrangements are on foot to turn his entire command over to the Confederate States service, and I think it will be successful, as Governor Jackson, General Hindman, and General Parsons are all trying to affect it in a manner satisfactory to the men.

“Record of events for Co A 10th Mo Inf
12/31/62 states this co composed of men from skeleton Regts of Priest and Winston of the MSG.
These Regts entered CSA on 9/1/62 at Camp Mitchell, Ark and were thrown together 11/10 at camp near Ft Smith and organized companies A & B of this regiment. These men were in all of Price’s marches and accompanied him across the river and to Corinth and then to Tupelo. Under Gen Parsons, they marched by way of Abbeville & Grenada to the crossing of the Miss. at Gaines Landing. From thence to Arkansas Post, Camp Mitchell, Des Arc, Yellville, Van Buren to battle of Prairie Grove