The company muster roll for Jan-Feb 1864 states that he is "A prisoner of war captured while on conscript duty." This would indicate that he was not with the company but was detached at the time of his capture. Google "Skirmish at Lockhart's Mill" (I'll also try to provide a link below), and you'll see that a skirmish took place there on Oct. 6, the day after his capture. Lockhart's Mill was on the Coldwater River in Marshall County, Mississippi.

http://books.google.com/books?id=AfxLz8wcVWMC&pg=PA429&lpg=PA429&dq=Skirmish+at+Lockhart's+Mill&source=bl&ots=CVmf9Kt25x&sig=Ib_kPckO1jScGssiEFnoGPiDAag&hl=en&sa=X&ei=_2_UUpW2MIL8oASFlYGwAg&ved=0CDEQ6AEwAQ#v=onepage&q=Skirmish%20at%20Lockhart's%20Mill&f=false