James --
I believe you're describing a soldier named Joseph W. Pool, Co. "K", 10th Texas Cavalry. He was captured on two different occasions during the war, and wounded in the left foot during the attack by Ector's Brigade at Murfreesboro TN, Dec. 31, 1862.
Ector's Brigade arrived at Jackson MS on May 21, 1863, too late to help the garrison of Vicksburg. The Official Records don't report this brigade being under fire again until the Battle of Chickamauga.
Perhaps the marker you read was on a different battlefield.
Pool was captured at Cassville GA and taken to Rock Island IL, not Rockville. That's a town in Maryland. Pool didn't escape from prison -- he was released on exchange as Berry Morrison, Co. "G", 48th Tennessee Regiment. Clerks at the prison caught the error while reconciling their books in June 1865.
Pool's records suggest that he was being returned to his regiment in the lines near Mobile AL, but I didn't see a parole record in his service file.
Copies of this file are available here --