Henry's father, Junius Leigh Walthall, was a Virginia native who served as captain in the Confederate Army and, later, became a highly respected figure in Alabama politics (Williamson, pp. 83-84).
Unless there was more than one Junius L Walthall in the CSA, Junius was captain of Company E, 62nd Alabama Infantry, so designated August 6th, 1864. He had been elected captain of Company E when it was a portion of "Lockhart's Battalion" (1st Alabama Reserves) on January 18th 1864? He took part in the battle of Beaseley's Station, July 1864 - sometimes known as Chehaw Station which is where they disembarked). [He may have been Lt. in the 12th Alabama before this]
He enlisted in Talladega with Company E. He was captured later in the war and was paroled in May 1865 at Talladega, coincidentally?
Sherman's Horsemen: Union Cavalry Operations in the Atlanta Campaign By David Evans mentions him in the Rousseau's Raid chapter(s).