You mentioned papers. Were these from his personal papers, a pension application or a service file from the National Archives? If he was captured, the veteran's service file will state when and where he was captured. You can order a copy through the message board link seen above.
As mentioned in other posts, the 10th Texas Cavalry was part of General Ector's Brigade. During the siege of Vicksburg, Ector's Brigade was with General Johnston's command, stationed at Yazoo City and Jackson, Miss. I can provide further detail from the official records if you need it, but the most legitimate and accurate documents will be found in the veteran's service file.