Gen. Scholfield is talking about different "tiers" of counties, all in western Mo. I'm assuming the first tier of counties are those that have the heaviest concentration of guerrilla activity (Jackson, Lafayette, Cass, Bates, and Johnson). The second-tier counties are probably the counties to the east and south, in Missouri, from these first-tier counties.
in 1822, what came to be known as the Santa Fe Trail began in Franklin, Mo. (less than 2 miles from where I'm writing this). As Missouri became more settled, the start of the trail in Mo. moved westward until it reached Western Mo. where the town of Westport (now a suburb of Kansas City, MO), became its' eastern terminus. Freighting to the western territories from the Westport and St. Joseph areas became a very profitable business venture for many, along with providing supplies to those emigrating to points further west. Quantrill, and several of his followers were freighters prior to the war, and "Bloody" Bill Anderson and his family lived along the trail prior to the war.
With the beginning of the Civil War, the freighting activities were reduced but never stopped. Forts out west still had to be provisioned, and emigration to those areas still took place. One of the reasons for Quantrill's raid on the city of Lawerence, KS was that Lawerence was a staging area for goods, stolen out of Missouri by Ks Jayhawkers, to be sent to settlers out in the western territories. In my opinion, Gen Scholfield is talking about providing a military escort on the Santa Fe Trail, at least for the portion of the trail that goes through eastern Kansas.
A link to the Santa Fe Trail during the Civil War--->
https://www.legendsofamerica.com/we-santafetrailcivilwar/
"New" Mexico, Mo? No, Mexico Mo is in East Central MO, and was served by a railroad, and was not a center of guerrilla activity compared to western Mo until the summer of 1864.