What if, in late August of 1861, John Fremont (then in command of the Union Department of the West) had sent troops to occupy Columbus and Paducah Kentucky, while at the same time issuing a proclamation declaring that all slaves of citizens not loyal to the United States were free? This would be before Leonidas Polk's foolish move into the state. Considering Fremont's behavior IOTL, this does not seem at all implausible.