The Pope may have referred to Davis as president in a letter, however neither the Vatican States or any other country in the world extended diplomatic recognition to the confederacy.
The Pope is the sole leader of the Vatican State - he is the leader, ambassador etc. The Pontifical Commission (cabinet/legislature) is appointed by the Pope. He is their government.
The original statement from me was 'How many countries must recognize a state/nation for it to be officially a "nation"?' to which you replied '[a]t least one would be nice.'
The Confederacy is one, just as is every country that recognized the Confederacy as a belligerent party in the war - England, France, Spain, Cuba etc.