Sounds very fishy. Didn't the Court decide that the states in question had never seceded? In which case, Davis would have been a citizen of the US. albeit a treacherous and disloyal one.
Dallas Morning News Jan 1, 1900. Page 12.
A CELEBRATED BAIL BOND
Instrument which Opened the Prison Door of PRESIDENT JEFFERSON DAVIS.
A HISTORIC DOCUMENT SEEN BY FEW.
(listing the prominent gentlemen who each gave $5000 each {$100,000 total} in GOLD to have Davis released from prison. Horace Greeley, Cornelius Vanderbilt, Gerrit Smith, Augustus Schell, and others)
It Is Given from a Fac Simile Copy Signed By Twenty Prominent Citizens of the Country.
(Bottom of the article)
Salmon P Chase: “Can a man not be tried for treason unless he is a citizen of the country can he?”
“’Certainly not,’ was the answer of every judge.
“’Then Mr Davis can not be tried for treason unless he is a citizen of the United States?’
“’Assuredly not,’ was the again the answer.
“’Can you show me under authority of the Constitution or any law of Congress where any man is a citizen of these United States? The people of this country are citizens of the respective states in which they reside and not citizens of the United States.’
“This position was assented to by the other members of the court and Mr. Davis was never brought to trial, and this led to the fourteenth amendment to the Constitution making the people of the country citizens of the United States.”
***
Like I said, the men of the Confederacy were still well respected men after the Civil War. The most beloved General in the USA was not Grant, Sheridan or Sherman, but Robert E Lee.
Chase made known to Davis' attorneys, a distinguished group of northern and southern litigators, his opinion that the third section of the 14th Amendment nullified the indictment against Davis. His contention was that by stripping the right to vote from high Confederate officials, a punishment for treasonable activities had been legislated, so Davis could not be punished again for the same crime.
http://jeffersondavis.rice.edu/FAQs.aspx
At any rate it was John C. Underwood not Chase who was hot to prosecute davis.