Although I generally leave the research of regulars of either side to others, I found the answer for you using the landmark 1995 "Price's Lieutenants" by our own Jim McGhee, as well as Richard Peterson, Kip Lindberg, and Keith Dalgreen. As Len stated, all the 8th Division of the MSG was from southwest MO north to the Missouri River according to the map on page 23. The officers and some detail of the 4th Cavalry Regiment of the 2nd Cavalry Brigade of this division are sketched on pages 256-60, with Company E on page 259.
This reference says the 4th Cavalry Regiment was mostly a Cedar County outfit, and it appears Company E was no exception. This book in footnote #726 about the company commander, Captain John Powell, states that information about him came from the "History of Hickory, Polk, Cedar, Dade, and Barton Counties, Missouri" on page 424, so we know he at least came from one of those counties. I found listed 3rd LT Squire Brown and evidently the family for 2nd LT J. W. Willingham both in the index for the 1860 MO Census listed in Cedar County, so that cinches the case for Company E being from Cedar County for me. If you wanted to look up the other officers in the full 1860 census they are 1LT Hugh Hall, 1LT James M. Dilliard (or Dillard), and 2LT William Mitchell.
This same book lists battle participation for this 4th Cavalry Regiment as including Carthage, Wilson's Creek, Dry Wood Creek, and Lexington, all in 1861.
I hope that helps.