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I am not related to this person but I copied his obituary (do not have permission to post yet) but here is an extract and if you are related, I can send you a copy, transcription or something.
Information from Brownwood Bulletin, dated, Jan 16, 1918 Brownwood Texas- Microfilm BB17 located in the BrownWood Library, Brownwood Texas.
Capt. Jas. A. HENLEY born Montgomery County, MO Jan 23, 1839 of an old Virginia Family. He died at his only son's home on January 15, 1918. He is survived by one brother, Thomas HENLEY of New Mexico. Capt. HENLEY served 4 years in the Confederate Army- after the war he had lived and married? in MO, and lived in New Mexico apparently until his wife took ill as it said he moved to Florida for his wife's health until her death in 1902. Then He moved to Brownwood, TX to live with his only son, Ed. B. HENLEY (moved there on March 22, 1902)
Capt. HENLEY wrote a sketch of his army career in which it states that he enlisted in MO and was one of those who formed Company A, First Missouri Cavalry with Austin ROGERS as Captain. He served in Ragan's Battalion which was placed under General Sterling PRICE.