Question: Henry Marshall Ashby was a Confederate States Army colonel who served under what former United States Secretary of War?

Context paragraphs:
Confederate States Army: The Confederate States Army (C.S.A.) was the military ground force of the Confederate States of America (Confederacy) during the American Civil War (1861-1865).  On February 28, 1861, the Provisional Confederate Congress established a provisional volunteer army and gave control over military operations and authority for mustering state forces and volunteers to the newly chosen Confederate president, Jefferson Davis (1808-1889), a graduate of the U.S. Military Academy on the Hudson River at West Point, New York, and colonel of a volunteer regiment during the Mexican–American War (1846-1848), later a United States Senator from Mississippi and U.S. Secretary of War in the administration of 14th President Franklin Pierce (1853-1857).  By March 1861, the Provisional Confederate Congress expanded the provisional forces and established a more permanent Confederate States Army.

Henry Marshall Ashby: Henry Marshall Ashby (1836 – July 10, 1868) was a Confederate States Army colonel during the American Civil War (Civil War).  Although he commanded a brigade from June 1864 and a division at the Battle of Bentonville and through the surrender of the Confederate force under the command of General Joseph E. Johnston, he was never appointed a brigadier general by Confederate President Jefferson Davis or confirmed as a general officer by the Confederate Senate.

Jefferson Davis: Jefferson Davis (born Jefferson Finis Davis; June 3, 1808 – December 6, 1889) was an American politician who served as the President of the Confederate States from 1861 to 1865.  He was a member of the Democratic Party who represented Mississippi in the United States Senate and the House of Representatives prior to becoming president of the Confederacy.  He was the 23rd United States Secretary of War, serving under U.S. President Franklin Pierce from 1853 to 1857.

Thomas H. Taylor: Thomas Hart Taylor (July 31, 1825 – April 12, 1901) was a Confederate States Army colonel, brigade commander, provost marshal and last Confederate post commander at Mobile, Alabama during the American Civil War (Civil War).  His appointment as a brigadier general was refused by the Confederate Senate after Confederate President Jefferson Davis failed to nominate Taylor, apparently following Davis's appointment of Taylor to the rank.  Nonetheless, Taylor's name is frequently found on lists and in sketches of Confederate generals.  He was often referred to as a general both during the Civil War and the years following it.  Before the Civil War, Taylor served as a first lieutenant in the 3rd Kentucky Volunteer Infantry Regiment during the Mexican-American War.  After that war, he was a cattle driver, farmer and lawyer.  After the Civil War, he was engaged in business in Mobile, Alabama for five years, and after returning to Kentucky, was a Deputy U.S. Marshal for five years and was chief of police at Louisville, Kentucky for eleven years.

Robert Johnson Henderson: Robert Johnson Henderson (November 12, 1822 – February 3, 1891) was a Confederate States Army colonel during the American Civil War (Civil War).  His obituary stated that he was made a brigadier general by General Joseph E. Johnston, after Johnston witnessed Henderson making a desperate charge at the Battle of Bentonville, North Carolina, on March 10, 1865.  At the suggestion of his divisional commanders, Henderson signed his parole as a brigadier general.  Later, Henderson stated in his pardon application that he had been recommended for promotion to brigadier general but had never received a commission.  Henderson commanded a brigade for several weeks at the end of the war but never was officially appointed by Confederate President Jefferson Davis and confirmed by the Confederate States Senate to brigadier general rank.

J. Thompson Brown: John Thompson Brown (February 6, 1835 – May 6, 1864) was a Confederate States Army colonel and artillerist in the American Civil War.  He participated in the first exchange of cannon fire, in fact the first shots fired, between a Confederate force and a Union force in Virginia during the Civil War.  Brown's company of the Virginia (soon to be Confederate) Richmond Howitzers artillery regiment, with Brown in command according to some sources, and a Union force, the gunboat USS "Yankee", had a minor engagement at the Battle of Gloucester Point, Virginia on May 7, 1861.  Neither side suffered casualties.  Brown is credited by some sources with firing the first shot of the Civil War in Virginia at that first, minor engagement in the state.  During the war, he advanced from the rank of first lieutenant to the rank of colonel in charge of a division of artillery in the Army of Northern Virginia.  He was killed by a sharpshooter at the Battle of the Wilderness, May 6, 1864.

Jack Cade (scout): One of the most successful scouts in the ranks of the Federal army in Western Virginia, in the summer of 1861, was Jack (John) Cade of Marion County, Ohio, a private in Company K of the Fourth Ohio Volunteer Infantry.  Soon after the regiment arrived in that section, he began to develop qualities which attracted the attention first of Col. George Leonard Andrews, his regimental Commander, and finally of General George B. McClellan himself.  The latter then issued orders that "Jack" should be allowed to pass through the Federal lines, day or night, whenever he wished.  He used the privilege to good advantage several times saving the Union troops from disastrous surprises.  As a successful scout did he become so annoying and so well-known to the rebels that Confederate Col. Henry Marshall Ashby, offered $500 for his scalp.  Jack, being anxious to see the male who was so anxious to get hold of his top knot, started out toward Petersburg, then held by the rebels, arriving at the house of a Union farmer by which Ashby was expected soon to pass.  He borrowed a suit of clothiers, a horse, and a scythe from the farmer and started up the road to meet said Ashby.  The latter came in sight, and Jack, with the scythe swung over his shoulder, stopped him and had a protracted conversation with him.  Several times during the interview Jack was tempted to shoot Ashby with his revolver, but he suffered him to depart in peace.

Benjamin Franklin Gordon: Benjamin Franklin Gordon (May 18, 1826 – September 22, 1866) was a Confederate States Army colonel during the American Civil War (Civil War).  Gordon had been a private and bugler for a Missouri regiment serving in the U.S. Army during the Mexican-American War.  Gordon served in the Confederate Army under Brigadier General Joseph O. "Jo" Shelby in Missouri and Arkansas in the Confederate Trans-Mississippi Department throughout the war.  On May 16, 1865, with the war coming to an end, General E. Kirby Smith, as the Confederate commander of the Trans-Mississippi Department, assigned Gordon to duty as a brigadier general.  The Confederate government took no action on the appointment and Confederate President Jefferson Davis did not officially appoint and nominate Gordon to the rank of brigadier general because the Confederate Senate last met on March 18, 1865 and Davis was captured by Union troops on May 10, 1865.  Although he was only aged 40 at his death, Gordon survived the war by little more than a year.

Confederate States War Department: The Confederate States War Department was a cabinet-level department in Confederate States of America government responsible for the administration of the affairs of the Confederate States Army.  The War Department was led by the Confederate States Secretary of War.  During its existence, the War Department was the largest department of the Civil Service in Confederate States of America.

Charles W. Adams (Confederate general): Charles William Adams (August 16, 1817 – September 9, 1878) was a Confederate States Army colonel during the American Civil War (Civil War).  In 1864, he was commander of the Confederate Northern Sub-District of Arkansas, within the Union Army lines.  He had the title, although not the formal rank, of "acting brigadier general."  He was not officially appointed by Confederate President Jefferson Davis and confirmed by the Confederate States Senate to brigadier general grade, even though some sources identify him as a brigadier general.

Supporting paragraphs: Henry Marshall Ashby Jefferson Davis
Answer: Jefferson Davis