I just posted a thread concerning KY:
https://www.alternatehistory.com/forum/threads/ahc-kentucky-in-the-confederacy.445420/
As for MO, the state was heavily contested in 1861, with dual governments, the State Guard fighting for the Confederacy and a Home Guard fighting for the Union (later the MO State Militia).
Though the pro-Confederate forces scored some early victories (supported by regular CSA troops) in August and September 1861 (Wilson's Creek and Lexington) led by Sterling Price and Benjamin McCulloch, the fortune soon reversed as Union troops under Fremont captured most of MO.
Interestingly, there was conflict between McCulloch and Price, as quoted from wikipedia: "McCulloch did not have a high opinion of Price's Missourians, noting that they were undisciplined, commanded mostly by incompetent and inexperienced politicians, and possessed only a poor mix of weapons and equipment. Cooperation between the Arkansas and Missouri contingents was feeble, with "little cordiality of feeling between the two armies." His lack of confidence in the Missourians led McCulloch to hesitate when a bold attack might well have destroyed Lyon's smaller force and given Missouri to the Confederacy."
So a better coordination between the both commanders might reap more success for the CSA in capturing MO, however how long the CSA can hold onto MO would be then the question.