However, I can find no mention of D.W. Fenn (or Finn) in the National Parks Service listing of CS soldiers or in the fabulous Grady Howell's massive listing of same.
Howell does list a "W.J. Fenn (Amite County)" without specifying what service this Fenn performed.
However, checking Dan McCaskill's wonderful listing of MS CS burials, I find:
Daniel W. Fenn, Co. I, 4th MS Infantry, born Feb. 3, 1833 (Smithdale, MS), died Jan. 9, 1917 (Smithdale, MS), enlisted Aug. 24, 1861, discharged May 4, 1865, buried Mars Hill Cemetery, Amite Co., MS (0.5 miles NE of Mars Hill, MS), has an upright (presumably government-furnished CSA) tombstone
Re-checking the 4th MS Infantry's rolls, I find only "John Finn" of Co. H. Is it possible that Daniel Willoughby Fenn is John Daniel Willoughby Fenn/Finn?
Checking miscellaneous CS records, I find a single records of a "D.W. Fenn" (unit/state not specified) mentioned in a courtmartial proceeding at Port Hudson, LA, April 1863. (No details given.) However, since the 4th MS would have been on active duty in the vicinity of Vicksburg, MS, at this time, I would doubt that this "D.W. Fenn" is your D.W. Fenn (though I could be wrong).
I wish I could have helped you more, as I am originally from McComb, which is only a few miles from Smithdale! -- Jim Huffman, Violett Guards, Co. K, 6th LA Inf. Vols.