Tom,
There is no such place as "Middle Boggy Depot". This is apparently a combination of "Middle Boggy" and "Boggy Depot", however, all official reports indicate the battle took place along the Choctaw-Chickasaw boundary far upstream of Boggy Depot and the Texas Road crossing of Middle Boggy.

I'm not indicting anyone. Confederate reports claim they found men with their throats cut and believed it was done by white troops. The white troops on the expedition were Willet's Battalion. There were Cherokee "Pins" with them. The Pins had a reputation for not taking prisoners. Phillips told his men before the expedition that he wasn't asking them to take prisoners and according to his reports it seems they obeyed. This was after Quantrill massacred Blunt's headquarters train at Baxter Springs.

My "guess" would be that it did happen and that is was most likely Pins that killed the wounded. At the other extreme, I think it is within the realm of possibility that Willetts and/or Phillips condoned the behavior due to his attitudes toward the "Southern Indians" and the Texas ruffians. But this is just an opinion. There is no recognition in the Union reports that this took place.