Some of your information may be wrong. The service record for J. M. Ellis, Co. "G", 2nd Mississippi Cavalry, shows that he didn't have a horse as of Jan. 1, 1865, and had been temporary assigned to Thrall's Arkansas Battery. This roll is dated Mar. 23, 1865. There is a record for James M. Ellis, Thrall's Arkansas Battery.

This man enrolled on Aug. 20, 1863, Grenada MS. There's no record to show that this James M. Ellis was ever captured during the war. Perhaps you have someone else in mind.