What ever the the high minded statements of folks like the James and Dalton gangs, the "die-hards" were leftovers from bands like Quantrill's which were, at best, marginally military and just a fraction away from frank criminals during the war. The KKK was much more "political" than these gangs, as they had an open political agenda which was to overturn any progress for freedmen during and after reconstruction.
As I said in my previous post, the Union will treat these guerillas as criminals not soldiers. Assume that some CSA leaders escape and attempt to run a government in exile and coordinate with guerillas (as opposed to bank robbers). Who will allow these folks to do this? Great Britain? France? Mexico? Will anyone want to piss off the USA by aiding and abetting this sort of thing. As a matter of practicality if the leaders are in Europe coordinating this insurgency is difficult given the transportation/communications of the 1860s. If they are in Canada or Mexico, the risks to those countries by allowing this are quite real.
The best ally the CSA had postwar was Andrew Johnson, had he failed to respond forcefully to this sort of insurgency and properly protect freedmen the impeachment vote would have gone the other way. Some of the consequences for the defeated states are seen The Knight Irish's TL. Here you could see much more destruction of infrastructure in rebellious areas, more widespread permanent disenfranchisement of former CSA soldiers and officials, extending to any civilians convicted of aiding guerillas. Certainly it would take longer for readmission to the Union for southern states, and much longer and stronger continuing oversight of practices to disenfranchise and impoverish freedmen.
The bottom line is that the bulk of the southern population knows that "winning", either in terms of an independent CSA and/or slavery reinstituted is simply not going to happen. Supporting the guerillas is going to result in more personal hardship including loss of property, imprisonment , or death. Sure giving up food at gunpoint will happen, but how long before the next Union patrol is told about this. To use Mao's simile, no ocean no fish.
@Denv : You really aren't going to get many more slaves than OTL. Large segments of the colonial and early republic are neither geographically nor economically suited for large scale slavery. Slaves are expensive, both to buy and support. OTL when the economics of slavery began to become less attractive in the upper south, slave populations were reduced by selling south/other areas where slavery was still economic. If free labor or indentured servants work better economically than slaves, that is the way folks will go.