Then either you or their webmaster has it wrong. The Museum of the Confederacy in Richmond has a display in which they note the Saxe Coburg and Gotha recognition.
You can also find it mentioned in several books. I have one of them on hand right now:
See Page 204 in the Civil War Book of Lists (1994, Combined Books). It was also in an issue of North and South a few months back.
I will email them and find out what they say.