There is at least two Harvey Mckinneys, One from Warren County and one from Jacksonville. Both in Parson's Brigade.
Harvey G is here: https://www.sos.mo.gov/Images/Archives/Military/s00905/s00905_1449.pdf He did not survive the war.

Harvey S is here: https://www.sos.mo.gov/Images/Archives/Military/s00735/s00735_0979.pdf

See https://www.sos.mo.gov/Images/Archives/Military/s00732/s00732_2754.pdf

So I think its Harvey G you are looking for. From Find a grave:
https://www.findagrave.com/memorial/82449027/harvey-g-mckinneyCaptain, Company H, 5th Missouri Infantry. Died of wounds day after Battle of Champion Hill; Burial site uncertain. (MS Confederate Graves Registry)

Ephraim McDowell Anderson writes in his memoirs;
'Colonel McKinney, who has been mentioned before, fell on this field-a gallant soldier and a brave and intelligent officer. Many of our best officers and men were missed from the different regiments. Their loss and death were deeply felt and mourned by the command for long afterwards.'