It was the "Pole Bearers" speech that helped to solve the mystery. That and Forrest's statement to Congress about his slaves and bringing them with him in 1861 were the keys. He never mentioned anything about his slaves being armed or their service in his escort or any other Confederate mounted command.
Quite pleasing to put that one to rest. I half-way believed it myself. Shows the power of repeating the same statement over and over until people start to accept it. You don't need evidence if you're persistent.