Just to throw some more chum into the water, the Wyatt clan of Jackson County bears looking into. They moved from North Carolina in the 1850's. Older brothers Solomon and Burgess are listed in the PM records for Jackson County as having been accused of harboring or associating with bushwhackers. Related to them is Alson (Al) Wyatt, a guerrilla killed in June 1863. He's buried in the same Grandview, MO, cemetery as Solomon and Burgess and in the 1860 census was living with Solomon and is listed as a laborer. I guess he could be a son of Solomon's or perhaps a nephew or cousin. If this Alson Wyatt is the same one who lived in Kentucky in 1850, he had a brother Calvin, and genealogical records indicate that Solomon and Burgess also had a brother Calvin but there is no record of him having lived in Jackson Co MO. In fact, there are records of a Calvin Wyatt who served in a Kentucky Union regiment.
Solomon and Burgess Wyatt's youngest brother Wyley served in the Missouri Confederate forces but deserted in 1863 and an 1896 bio of him talks vaguely about him coming back to Jackson County and going into hiding. Of course, it doesn't link him to Cave Wyatt. He lived until 1915 and is buried in Cass County.
A Jackson County Wyatt would have had more opportunity and reason to get involved with Quantrill and Anderson than some other possibilities.