This is challenging, for the same reasons that none of
Just to be clear, it doesn't have to be a state in the USA/CSA, and I'd actually prefer if it wasn't.
This is challenging, for the same reasons that none of the European efforts to recolonialize one or more Western Hemisphere republics (the US, Haiti, Mexico, the Dominican Republic, etc.) all failed; the Americans (north and south) were a) locals; b) peer competitors in terms of tactics and organization, and c) not especially interested in going back under some other power's control.
The same realities hold true for any filibusters, which in this sense, presumably means either a North American (i.e. US) or European adventurer, or some combination.
Considering how small the various filibuster expeditions generally were, and the reality of how similar efforts by nation states usually ended up, it's pretty close to vanishingly small odds for anything similar to occur and be sustained for any significant amount of time.
Best,