The O.R. account documents a group of approximately 25 sick and wounded taken as pow's when the federal vanguard entered El Paso. They were escorted to San Antonio, on parole, within a week to ten days. Another group gathered of about 100 at Fort Bliss, El Paso, and were similarly sent east on parole two weeks later (this group was given arms for their own protection from "Mexicans and Indians"). There were others taken prisoner throughout the theater of operations, from present-day Arizona, New Mexico, Colorado, and from western Texas. This may even include pow's taken in the panhandle area of Texas and the Indian Territory, and Kansas (the records in the "Pacific" chapters of the O.R. only mention these areas in passing, as they were not part of the Department of the Pacific or the Department of New Mexico).
Account suggest that of Sibley's and Hunter's combined forces in New Mexico Territory, about 500 died from combat or illness, and about 500 were taken captive and sent to Illinois. The rest retreated to San Antonio, or were paroled there. It is also possible some deserted to Mexico.
Your account of Sibley appears to be one such embellishment as it presumes substantial amounts of information ...
My account is based on my reading of the O.R. and Hunt's book on the Army of the Pacific. It has been supplemented by recent web searches, and of course, the documentation provided by rustbucket and others. It actually has been an interesting exercise, because so little is published about the War in the Southwest.
I had never heard of the skirmish at Grinnell's Ranch, Arizona. Apparently it is the farthest west action in the WBTS, taking place between Carleton's California scouts and Hunter's Texans. This was followed shortly thereafter by the Battle of Pacacho Pass, near Tucson.
http://wtj.com/articles/picacho/
I am sure you have better resources concerning the confederate documentation of the actions in the west. You are welcome to post them.
Battle of Picacbo Pass, Arizona, April 15, 1862. Union 12 men; Confederates, 9 men. Map shows it a good bit west of Tucson near the Pima villages. (Must be the Pacacho Pass you mentioned.)
Skirmish 80 miles East of Fort Yuma, California (they were coming for you, capitan). April 2-3, 1862. Union 272 men; Confederates 15-20 men. (Maybe this is your Grinnell's Ranch.)
The Affair at Tucson, Arizona, March (12?), 1862. Union, 9 men; Confederates, 30 men.