There have been times, and places, where the CIA ran operations overseas, and US Military members assigned to support those overseas operations effectively took orders from the CIA.
But the US Military doesn't let the CIA write parking tickets on military bases in the United States, much less go around confiscating top secret materials.
If the CIA ran an op on a military base there is zero chance you would know about it unless you had a need to know about it.
I have a document you should read—watch what happens when a senior DOD official tries to figure out what is going on with UFO secrecy—he is told he has no “need to know”—by private contractors!
https://www.documentcloud.org/documents/6185702-Eric-Davis-meeting-with-Adm-Wilson