If you can get to the National Archives, you may want to try this:

Records of Confederates in Union Prisons, 1861-1865, Camp Douglas, Record Group 109, Box 105, PI-101, Entry 199. Files: Enlisted in US Service Rolls 259-261. File 223 “List of Prisoners of War in Camp Douglas that entered the Federal Service. Dated Jul 19, 1862," entitled “Names of Prisoners of War in Camp Douglas that have joined the Federal Service, together with those of the Company and Regiment they left, & of those they entered.” [MR1]

Although this entry is specific to those who enlisted in Federal service, my recollection is that there are prisoner lists in this RG also