The Union - the United States minus the Confederate States of America - the ones who wore blue - the part that used the American flag.
He had no legal authority to free any slaves in the Confederacy.
“He had no legal authority to free any slaves in the Confederacy.”
The official position of the U.S. government was that there was no Confederacy. Only naughty little states. Even if that was a legalistic fiction, the Union army in due course made it hard fact.
They won the war, after all, right? Certainly at some point former members of the CSA came back under federal authority, yes? Well, then, mark it there that the slaves became free.