There's no mention of Capt. Marshall's capture in the files I've read. He is also noted in other units prior to his service in the 15th. Confederate Cavalry at this site. (Company B of Murphy's Battalion Alabama Cavalry became Company G, 15th. Confederate Cavalry)
(Enter John H. Marshall @ this site)
http://www.archives.state.al.us/civilwar/search.cfm
You can find more info for the 15th. Confederate Cavalry at this site although early 1864 is noted here for the organization of this unit other records indicate the organization was completed in September, 1863.
http://books.google.com/books?id=_Z1YAAAAMAAJ&pg=PA298&lpg=PA285&ots=NzL8O64aPT&dq=mobile+dragoons&ie=ISO-8859-1&output=html