The basis of the Jeff Davis Legion was Stone's 2nd Mississippi Cavalry Battalion. The JDL eventually included five companies from Alabama, three from Mississippi and two from Georgia. Since the Mississippi companies in this command came from other parts of the state, I don't expect to find any connection to your Renicks --
http://mississippiscv.org/MS_Units/Jeff_Davis_Legion.htm
If you're interested, a very fine book is available about the JDL --
http://www.amazon.com/Little-Jeff-Cavalry-Northern-Virginia/dp/1572491728
To further confuse matters, Major Baskerville's 4th Mississippi Cavalry Battalion formed part of the 2nd Mississippi-Alabama Cavalry Battalion. Baskerville’s Cavalry Battalion and two remaining companies from Brewer’s Confederate Cavalry Battalion merged at Purdy, Tenn., March 28, 1862. The latter organized with five companies on Dec. 15, 1861, at Camp Beauregard, Mayfield, Ky. Col. Brewer lost Charles C. Clay’s and H. C. McCutcheon’s Tennessee companies to the 7th Tennessee Cavalry Regiment, and Capt. J. Warren Cole’s “Louisiana Mounted Rangers” disbanded. He requested return of Capt. P. D. Roddey’s Co. “D”, 4th Mississippi Cavalry Battalion, but it continued to serve independently. This battalion became the basis of the 8th Confederate Cavalry Regiment.
While thinking about this, it occured to me that several girls named Carol went to my high school. I don't know how, but it doesn't seem as if it was that much trouble to tell them apart ;-)