Jamie and George,
I failed to turn up anything about Sergeant Paxton' escape on 9 October 1863, any more than what George found. I try to keep track of prison escapes, since they can be seen as a form of guerrilla warfare, but I have nothing substantial to add about this one, because I had not heard of it.
I will add that Paxton was wise to make his break so soon after he entered captivity (3 August 1863 to 9 October 1863) while he was still in relatively good physical condition. US military doctrine has been teaching that point since the 1950s. Also, Paxton was game enough to try jumping out of a window onto a sand pile, and he may not have attempted such a stunt a few weeks later debilitated by skimpy prison rations and facing colder autumn weather.
Further, current events at that time such as Confederate General Joseph O. Shelby's Missouri Raid then underway in mid-Missouri, and under-cover Confederate arson of several Union military-contract riverboats at the St. Louis Levee at this same time were sure to encourage the many southern prisoners held in the St. Louis area military prisons in the early days of October 1863.
Sorry I couldn't help more than this.