I do believe your statement that "most of his documents were landed at Cherbourg" is contradicted by none other than Raphael Semmes, in a message to flag officer Samuel Barron, when he indicates that he had "deposited 4 1/2 sacks of sovereigns, containing about 4,700, and the paymaster's last pay roll with Mr. Ad. Bonfils, of Cherbourg, a gentleman known to Mr. Slidell. I have also deposited a package of ransom bonds (sealed), all of which please bear in mind in case of accident." [ORN Series 1, volume 3, page 651]
Ad. Bonfils himself confirms this by stating that "Mr. Semmes has intrusted to me many important papers, with regard to which I will carry out his instructions." [ORN Series 1, volume 3, page 662] These "many important papers," would have been the numerous ransom bonds obtained from the many vessels captured or burn't.
Obviously the documentation from the Medical and Engineering departments of the CSS ALABAMA, as well as the deck log and many more documents went down with the vessel.