if misspelled, wrong case, unit does not exist, the category will show up as RED and that means you need to look at the parent category to check for any differences in the way it is named
the sticker for {{US Civil War}} was close to correct, looking at the last change where you deleted it, the issue was you had |unit=10th Regiment Missouri Infantry which was missing the comma, so make it |unit=10th Regiment, Missouri Infantry
there is [[Category: Missouri, United States Civil War]] for the union, and [[Category: Missouri (Confederate), United States Civil War]] for the confederates.
KIA, WIA, MIA, etc are tracked down to the country/war level, so it would be [[Category: Killed in Action, United States of America, United States Civil War]] or [[Category: Killed in Action, Confederate States of America, United States Civil War]] more specific information can be placed in the profile, and/or listed on the sticker line of the profile in the {{Roll of Honor}} |description= parameter. the default is |description=Killed in Action, but it is free text, so can be changed to Killed in Action on Apr 1 1862, Killed in Action at Gettysburg, etc