I don't have pension info at hand for Mississippi, but the folks on the Mississippi CWMB do. If I have to do a search with one of my researchers, I'd have to charge you. Just post your query about P.F. Vaden on the Mississippi site and ask someone to do a pension lookup. I'm sure you'll hear back in 24 hours and for free.
I can search Virginia, South Carolina, Louisiana, Florida, Tennessee and Texas for Confederate pensions, but I do not have the index for Mississippi. For the other Confederate states I need to use one of my researchers.