You are right that Lincoln’s emancipation proclamation did not apply to the “border” states that had slavery. Maryland, Missouri, West Virginia, and Tennessee were exempt.
In addition, Delaware and Kentucky ended slavery when the 13th ammendment was ratified in 1865
When the proclamation was issued it exempt any area that was occupied by the Union Army. This include a large portion of Tennessee as well ase 13 parishes in Louisiana, all of Tidewater Virginia, and portions of costal North Carolina
In these areas, slavery legally did not end until the 13th Amendment was ratified.
Those states all abolished slavery before the 13th amendment was ratified.
outofsalt: "Delaware and Kentucky ended slavery when the 13th ammendment was ratified in 1865."
Delaware had very few slaves to begin with (<2%) and by the time of ratification in December 1865 both states had already seen over 90% of former slaves freed.