There was a Captain William Gaston Henderson who served in the cavalry as a member of Company B (Chickasaw Rangers), Jeff Davis Legion.
A capsule history of this unit can be found here.
In the 1860 Chickasaw County (MS) Census, this man is listed as a 28 year old Lawyer born in NC. Also listed in this household is his wife Dona, age 24 born AL, and daughter Laura, age 2 born MS.
Captain Henderson was selected for the "Roll Of Honor" in the Battle of Upperville, Virginia.
There is also evidence from this newspaper article that the Jeff Davis Legion later participated in another battle at Upperville, Va.
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This William G. Henderson survived the war and was serving as Postmaster in Biloxi according to the 1900 Harrison County Census. He and Dona are buried in the Biloxi Cemetery.
Military service records for this soldier are available here.