A detailed description of the actual event can be found in col 4 of the New Orleans Bee, Oct 1, 1861.
Arrival of the Lincoln Prisoners of War
Here's one paragraph from a lengthy report of the event. There's more about positions taken by different militia commands once the train carrying the prisoners actually arrived. Sounds as if half the adult population of New Orleans turned out for this event.
About ten o'clock the Orleans Light Horse troop, the Regiment of Orleans Guards, the Louisiana Guards, the Louisiana State Guards, and the Jackson Railroad Rifles marched into the depot grounds and took up their position. We understood that the troops were under the immediate command of Lieutenant-Colonel Misseu of the Orleans Guard as muster (?) officer. Major-General Lewis was present, but not in uniform. Major-General Twiggs, in full uniform with his family, drove around the ground in his carriage.
If a Native Guard company appeared uninvited for this mass event, they could have easily been lost in the crowd. However important reports of the anticipated event might be, the main point is confirmed -- when push came to shove, the Native Guards didn't get asked to the party.
Was Frederick Douglas actually in New Orleans to observe this event?