As noted below, many paroles on returning to their home districts "disappeared into the countryside." Of some 500+ men of the 43rd Tennessee, only about 220 returned to serve following exchange. Just as Grant had predicted.
George Martin
The surrender and parole process was not an absolute, that is to say not all persons came to the same fate. Some confederates simply found their way home, or disappeared into the countryside, some refused parole and were taken as prisoners, some went to the northern states for work or as an escape from the war, some however accepted their paroles which were granted by U.S. Grant as part of the surrender terms of July 4th and abided by the terms of their paroles. It looks as though the soldiers of Waul's Legion returned to Texas and the members of the legion reorganized in Houston and were attached to the Trans-Mississippi department, were assigned to duty protecting the Texas coast in the region of Galveston. With Waul's promotion to brigadier general, Timmons was promoted to colonel and assumed command of the legion, serving in that capacity until the end of the war.
[The Autobiography Wm. H. Long, Grainger County Tennessee, http://freepages.family.rootsweb.ancestry.com/~bowen/legion/miscnotes.html