Ric and Porter,
Porter first. This was a logical mistake to make, but Ric's ancestor is not the famous Confederate regimental commander, who prewar was a prominent businessman in Rolla, Phelps County. Ric's description about HIS William Coleman born 1835 in Ohio (he would have been 26 in the 1860 census), joining Confederate service at Kansas City, being captured at Vicksburg, and spending time as a POW in the Union military hospital associated with the military prison at Alton, IL does not match with what we know about Colonel William O. Coleman of Rolla. Porter, I can see why you went for that conclusion, and I almost went there myself.
Ric, I see that most of what you wrote in your query about YOUR William Coleman comes from the online military service record for a William Coleman who participated in the battles of Wilson's Creek and Lexington, MO; and Corinth, MS. Once I concluded your Coleman wasn't Colonel W. O. Coleman, I looked at this same record in the MO State Archives in the MO Sec'y of State's website.
A clue for you is given at the bottom of this record that states it came from the 1889 county history of Cole, Moniteau, Morgan, Benton, Miller, Maries, and Osage Counties, MO, pp. 924-925. To me, that means that at some time and probably after your William Coleman returned from his self exile in Mexico he lived in one of those seven counties. You may even know in which county he lived, but, if so, you failed to pass along that detail. Please tell us more about your William Coleman before and after the war, especially in which counties he lived and other such details as you know them.
1. If this military service record as given in the MO Sec'y of State's website is correct, and
2. based on your addition of the detail that he joined the Confederate service in Kansas City, plus the fact that
3. he took part in the Lexington fight in September 1861,
I am inclined to believe that your man is from west-central MO or central MO and not from the northern Ozarks like the Colonel William O. Coleman mentioned above. Bear in mind that Kansas City was under Union control nearly the entire war, which would make it very hard for your William Coleman to enter Confederate service directly from the streets of Kansas City. I am inclined to believe instead that at some point during the war (and my pick is during August 1862) your Coleman joined Confederate forces while he was NEAR Kansas City, probably a bit further away in Jackson County.
Now, that all being said, can you give us a bit more information about William Coleman so we can help you more?