Lee,

One never knows where investigations such as these lead. In this case, and I cannot relocate where I found it, but Gary's Brigade escorted Jefferson Davis on his flight from Richmond until Gary reached his home in SC May 1.

My ggrandfather and his East Tennessee regiment of BGen. J. C. Vaughn's cavalry brigade met up with Davis and his entourage at Charlotte, NC April 22, and remained as part of his cavalry escort until May 5 at Washington, Ga.

Small world.

Gary it turns out was a rather prominent SC lawyer, later state senator ultimately becoming a political foe of Hampton. Two items I copy below.

It never ceases to impress me, the quality of the officer corps of the CSA.

Cheers,

George Martin

Both of these found from a Goggle Search: Martin W. Gary The full obit from the NY Times is found by following the first URL.

REBEL GENERAL DEAD.; THE CAREER ON GEN. MARTIN W. GARY IN THE SOUTHERN ARMY AND AS A LAWYER.

April 10, 1881, Wednesday

AUGUSTA, Ga., April 9.--Gen. Martin Witherspoon Gary died at 2 o'clock this morning at his home in Edgefield, S.C. He was 52 years old, and was ill two days from uraemia, which had been threatening him some time. http://query.nytimes.com/gst/abstract.html
res=9F05E6D9153BE033A25753C1A9629C94609FD7CF

It is generally understood that General Gary, The Bald Eagle of the Confederacy, never formally surrendered. An eye-witness account of his conduct reports that when General Gary learned the Army had surrendered, he quivered as if he had been shot, and sat still in his saddle a moment; then returning his sabre to its sheath, he said, "I'll never surrender." That night he passed from the lines http://src1.cas.sc.edu/dept2/iss/SCNames/index.php?action=showPage&book=1&volume=11&page=25