For the time being I have given up on the NPS index, and will be using the published index by Broadfoot. That where this one appeared.

The "Copiah Horse Guards" roll on microfilm for Mississippi appears to be an early 1861 roster without a direct connection to the 4th Mississippi Cavalry. You should be able to locate a recent message board thread on Capt. Graves of the CHG, who later (May 1862) led a Missouri cavalry company.