Large-scale releases began in April 1865, I think, and the last was released in June or July 1865. As I understand it, this also included the most notorious war prisoners held at the state penitentiary in Jefferson City. Among the last released was Confederate Colonel and Baptist Minister Tim Reeves who was so effective with guerrilla warfare in southeast MO.
You also asked about Union executions of southerers in MO. I am not sure, but I believe executions stopped about April, too. Executions in the field of guerrillas captured "under arms" continued into May and maybe June. Vendetta killings on both sides continued for well over a year afterwards and such cases are available only in local records such as county histories and local newspapers.
Yes, the surrender of organized Confederate forces in the Trans Mississippi region generally marks the end of the war in this region. Some of the guerrillas continued for a few weeks more before amnesty offers brought the majority of them to surrender at local Union military posts.
Part of my uncertainty is because I am still studying these topics into summer 1865 for a future work.