Nice detective work!I was at NARA last week again and searched for this again. No luck... I talked to the archivist that probably knows the most about Confederate records. She thought maybe it was from the Letters Received by the Confederate Secretary of War. I checked the microfilmed copies of these for file number 2038, but the papers there had nothing to do with James Gholston. So that doesn't appear to be it either.
The thing is, though, is that the papers filed around file 2038 were all filed in the spring or summer of 1861, just like your file was. So I was optimistic that #2038 would be the answer to what you were looking for. It seemed to line up pretty good. I'm wondering now if I was looking at the correct record group, but maybe it was noted wrong on your card? Maybe it wasn't actually #2038. If so, it would be like looking for a needle in a haystack to find that.
I don't know if the archivist would have any other ideas for what this could be.
For future reference, that was microfilm publication M437 I looked at.