Short answers, pulled from the story.
The Confederate government of Missouri was a pro-Confederate government in exile led by Governor Claiborne F. Jackson. It was formed after Jackson and other Missouri secessionists were driven from the state and operated in exile until the end of the Civil War in 1865.
Missouri was granted admission to the Confederacy on the 28th of November 1861, making it the purported twelfth Confederate state. A twelfth star was added to the Confederate flag to represent Missouri's claimed membership.
The Price-Harney Truce, signed on the 21st of May 1861, was an agreement intended to keep Missouri neutral as the Civil War began. It failed because the growing national conflict made neutrality impossible to sustain, and by June 1861 Missouri's leaders were forced to choose sides.
The Confederate government of Missouri established operations in Marshall, Texas, as part of the Trans-Mississippi bloc of Southern civil governments. It continued sending legislators to the Confederate Congress from that exile location.
The Battle of Pea Ridge in March 1862 was a turning point that prevented Confederate forces from establishing control over much of Missouri. After Pea Ridge, the Confederate government of Missouri could not extend its jurisdiction beyond the reach of Confederate military strength.
The Confederate government of Missouri ended on the 26th of May 1865, when General E. Kirby Smith surrendered all Confederate troops west of the Mississippi River at New Orleans. That surrender dissolved the last organized Confederate resistance in the Trans-Mississippi region.