Hello Frank, Yes there are rosters of Confederate prisoners held in Federal prisons.
However there was a Squire Hensley in Company B of the 54th North Carolina State Troops taken prisoner at Rappahannock Station, Virginia in November, 1863 and he was listed in some cases by his initial S. Hensley and should not be confused with Silas E. Hensley of Company B of the 29th North Carolina State Troops.
Your soldier in question was discharged in 1862 as he had broken his arm and had cuts and could not carry a rifle. This information was found on page 5 of his Compiled Military Service Records at fold 3. It also listed a physical description of the soldier.