In the Official Records, there is a Captain McKee mentioned February 21, 1863. His company was assigned to the 1st Regiment, Arizona Brigade. However, it never reported and is never mentioned again. (See O.R., Series I, Volume 50, Part 2, pages 332-333). This is not referring to Captain Reuben W. McKee because his company had already been assigned to the 3rd Regiment, Arizona Brigade or Madison's Regiment.
Company B, 2nd Regiment, Arizona Brigade (also known as Baylor's Regiment, Texas Cavalry) was composed of refugees from Colorado and New Mexico.