Feel your pain. I've been trying to find info on Doswell (Dawz) Stephens- reportedly of the 8th Mississippi.
A long story, but the only war- related documentation I can find is where his grandson applied for a CSA headstone. No rosters or CSRs can I find linking him to the regiment.
Did someone get the wrong unit information- maybe. I've reached out to other folks on Ancestry and Findagrave…. No more info.
Don't mean to sound crass, but I really am beginning to wonder if Doswell really served. I'll leave it there…… just kind of bizarre.
He probably did serve--the headstone application was approved and a gravestone was sent (this was in 1940). Before ANY government spends $, it wants to make sure that it has to do so. O.L. Stephens (the applicant) probably presented some information that the govt. checked and agreed with.
That you can't find him may mean that the unit was incorrect or there is something not complete about the name; IMO the latter is more likely. Looking at Confederate rosters, southern soldiers had the discouraging practice of using initials rather than their full names

; considering the scrawls that we try to decipher today, it wouldn't be surprising if "D.W." showed up as something rather different. If you haven't done so, I'd check the Mississippi GenWeb pages (msgw.org). For Smith County, of course but also its ACW information. Also, there is a multi-volume book (1907) by Rowland Dunbar on Mississippi towns, counties and individuals (World Cat will tell you if there is a copy near you; Family History has it on microfilm). Another book (mentioned on MS GenWeb is
Our Stephens Family by Charlene Stephens & Evelyn Stephens Down -- a shot in the dark, perhaps).
According to the application, your ancestor died on the 14th of May 1863 (having been discharged a day earlier). I'm not up on Mississippi military (or any military to be honest): what was the 8th doing on that day? If it were in battle, there may be information available there). All I can see is that it was part of Jackson's Brigade in the Army of Tennessee.
On the application, the words "True Confederates" leaped out. I did a search on those works and the only place that I could find them in caps was a book mentioned on the MS GenWeb site:
True Confederates of Mississippi; Sullivan [and] Spell families.
BTW--there was a D.D. Stephens in the MS 9th as well as two men with the surname "Stephens" in Co. C of the 8th.