Confederate authorities were in control of Knoxville at the time of his death. I would suspect that he
died in a hospital there and subsequently buried in a nearby cemetery.

He is not listed in the burials at the Confederate Bethel Cemetery and could have been buried at another. Bethel contains some 1200 Confederate soldiers. His record may have been lost and is among the unknowns.

Bethel Cemetery
http://www.findagrave.com/cgi-bin/fg.cgi?page=cr&CRid=9207

Here is information of Ambrose T. Askew, may be your man.

Ambrose T. [A. T.] Sikes, Private, Company E, 45th Tennessee Infantry, enlisted October 1, 1862 at Murfreesboro by Capt. Sikes for 3 years, captured January 5, 1863 on Nashville Pike/Murfreesboro, sent from Military Prison, Louisville, Ky., to Baltimore, Md., en route for City Point, Va. for exchange March 27, 1863, subsequently paroled and exchanged, n.d., receipted for issues of clothing March 31 and June,1864, paroled with his unit, May 1,1865

Compiled Service Records of Confederate Soldiers Who Served in Organizations from the State of Tennessee

You may procure his records from this message board, at: http://history-sites.com/research

......

Rules for obtaining a VA marker have changed and now require the applicant to be a descendant. You will need proof of service, his present grave site is unmarked, and the Cemetery management has to agree to accept the marker.

I would suggest you seek assistance from the nearest Sons of Confederate Veteran Camp, or United Daughters of the Confederacy group. Also, Cemetery management will aid in filling out applications.

See: GENERAL INFORMATION SHEET CLAIM FOR STANDARD GOVERNMENT HEADSTONE OR MARKER
http://www.va.gov/vaforms/va/pdf/VA40-1330.pdf