I doubt that you'll find
thousands after 1940. According to "Marching Home," there were only six Union vets at the last GAR encampment in 1948:
Theodore Augustus Pentland
https://www.findagrave.com/memorial/21227580/theodore-augustus-penland
James Hard (d. 3/12/1953 in Dallas)
Robert Barrett
Charles Chappel
https://www.findagrave.com/memorial/8596702/charles-lysander-chappel
Joseph Clovese (d. 1951) USCT, an escaped slave
Albert Woolson
Certainly there may have been others who couldn't make that reunion. The bio on T. Penland's Find a Grave page states that he was one of 9 surviving vets at the time of his death in 1950.
CSA vet Thomas Evans Riddle turned 102 in 1948 in Dallas. Texas vet William Brady died 10/1943 in Dallas. CSA vet John B. Salling of VA turned 111 in Slant, VA (news article states that there he had been one of only 3 CSA vets left and 0 Union vets)
It might be worthwhile to contact SUV and whatever the Southern equivalent it. SUV maintains a database of known ACW Union soldiers and, while the date of death is given (when known), it isn't searchable by date.