Also many Kentucky counties in 1862 and 1863 drew up lists of their citizens who had left to join the Confederate military, apparently in an effort to deny them any rights of citizenship should they ever return - some counties still have these lists. It's possible some of these men may not appear on surviving Confederate listings.
Because the copies retained by the adjutant general of the 1st Kentucky Brigade CSA (Orphan Brigade) were retained by him at the end of the war and only donated to the Records Office in Washington in the late 1800s, the NARA have almost complete records of the Orphan Brigade - orders, rosters, morning reports, correspondence, QM records ... a goldmine for researchers. Although these records have been somewhat indexed by the NARA, they are among that huge number that have never been microfilmed or digitized for the public. I had some of them microfilmed for myself about 30 years ago (for a fee), and I asked at the time, but the NARA told me that they did not keep copies of these pay-to-order microfilms!