Well, I guessed right for a change = Blackman rather than Blackburn. You must remember that information of this kind on the rolls was often provided by word of mouth. Don't know about you, but I frequently misunderstand names. Maybe I need a hearing aide --

Following his escape from Fort Donelson, Lyell joined Capt. Felix H. Blackman's Company of McCann's Tennessee Cavalry Battalion, organized Sept. 1, 1862. Eventually it became Co. "I", Ward's 9th Tennessee Cavalry, which served with John Hunt Morgan. Most officers and men were captured during Morgan's raid across the Ohio River. Lyell's record shows that he surrendered at Salineville OH, July 26, 1863.

Note the testimony by Capt. Blackman in this unit history.
http://www.tngenweb.org/civilwar/csacav/csa9cav.html

After reading that, I can see how Lyell could be said to be with Wheeler's Cavalry. That's based on McCann's Cavalry Battalion serving under wheeler during the Battle of Murfreesboro, Dec. 31, 1862.