It is interesting. The regimental record shows Lorenzo H Taylor as a resident of Holly Springs (Marshall County MS), born in Illinois, single, age 27, by occupation a machinist. Don;t see him in the 1860 census.

Since Taylor enlisted during the volunteer period prior to Apr 16, 1862, we can only surmise that personal choice motivated him to enlist in Confederate service. The number of men born in foreign countries and northern states who enrolled in Confederate service must number in the tens of thousands. Some became Confederate generals, such as Archibald Gracie, a young man born in New York who raised a company in Mobile AL and died at Petersburg VA in 1864. One of Gracie's descendants was aboard the Titanic when in sank.

Also, since Lorenzo Taylor appears on company roll as present at the end of April 1862, he could hardly have been a prisoner of war at that time. The roll shows that he deserted at Richmond VA, May 6, 1862. His regiment was falling back from the Yorktown lines, so Taylor could easy have slipped away in the rain and confusion attending the retreat. At the time may Southerners were discouraged about their prospects for independence. The fall of Forts Henry and Donelson with the loss of Nashville shocked the Confederacy. it appeared that Richmond would soon be captured and the war would quickly come to an end.

I see no reason to that you should expect to find Lorenzo Taylor as a prisoner of war.