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here is no record I know of a single black confederate soldier being captured by Union Forces. There may have been, but I know of none. You can probably bet that they would not have been treated like run-away slave were treated in the South. Run-away slaves in the Union could enlist in the Union Army.

The union army record of Black Confederates is extensive.

The chief inspector of the U.S. Sanitary Commission, Dr. Lewis Steiner, reported that he saw about 3,000 well-armed black Confederate soldiers in Stonewall Jackson’s army in Frederick, Maryland, and that those soldiers were “manifestly an integral portion of the Southern Confederate Army.” Said Steiner,
“Wednesday, September 10—At four o’clock this morning the rebel army began to move from our town, Jackson’s force taking the advance. The movement continued until eight o’clock P.M., occupying sixteen hours. The most liberal calculations could not give them more than 64,000 men. Over 3,000 negroes must be included in this number. These were clad in all kinds of uniforms, not only in cast-off or captured United States uniforms, but in coats with Southern buttons, State buttons, etc. These were shabby, but not shabbier or seedier than those worn by white men in rebel ranks. Most of the negroes had arms, rifles, muskets, sabres, bowie-knives, dirks, etc. They were supplied, in many instances, with knapsacks, haversacks, canteens, etc., and were manifestly an integral portion of the Southern Confederacy Army. They were seen riding on horses and mules, driving wagons, riding on caissons, in ambulances, with the staff of Generals, and promiscuously mixed up with all the rebel horde. (Report of Lewis H. Steiner, New York: Anson D. F. Randolph, 1862, pp. 10-11)

* Union colonel Peter Allabach, commander of the 2nd Brigade of the 131st Pennsylvania Infantry, reported that his forces encountered black Confederate soldiers during the battle of Chancellorsville:

Under this disposition of my command, I lay until 11 o’clock, when I received orders from you to throw the two left regiments perpendicular to the road, and to advance in line of battle, with skirmishers in front, as far as to the edge of the wood bordering near the Chancellor house. This movement was explained to me as intended to hold the enemy in check long enough for the corps of Major-Generals Couch and Sickles to get into another position, and not to bring on an action if it could be avoided; and, should the enemy advance in force, to fall back slowly until I arrived on the edge of the wood, there to mass in column and double-quick to the rear, that the artillery might fire in this wood. I was instructed that I was to consider myself under the command of Major-General Couch.

In obedience to these orders, at about 11 o’clock I advanced with these two regiments forward through the wood, under a severe fire of shell, grape, and canister. I encountered their skirmishers when near the farther edge of the wood. Allow me to state that the skirmishers of the enemy were negroes. (Report of Col. Peter H. Allabach, 131st Pennsylvania Infantry, commanding Second Brigade, in Official Records, Volume XXV, in Two Parts, 1889, Chap. 37, Part I – Reports, p. 555, emphasis added)

None other than African-American abolitionist Frederick Douglass complained that there were “many” blacks in the Confederate army who were armed and “ready to shoot down” Union soldiers. He added that this was “pretty well established”:
It is now pretty well established, that there are at the present moment many colored men in the Confederate army doing duty not only as cooks, servants and laborers, but as real soldiers, having muskets on their shoulders, and bullets in their pockets, ready to shoot down loyal troops, and do all that soldiers may. . . . (Douglass’ Monthly, September 1861, online copy available at http://radicaljournal.com/essays/fighting_rebels.html)

In 1895 a former black Union soldier, Christian A. Fleetwood, who had been a sergeant-major in the 4th U.S. Colored Troops, acknowledged that the South began using blacks as soldiers before the Union did:

It seems a little singular that in the tremendous struggle between the States in 1861-1S65, the south should have been the first to take steps toward the enlistment of Negroes. Yet such is the fact. Two weeks after the fall of Fort Sumter, the Charleston Mercury records the passing through Augusta of several companies of the 3rd and 4th Georgia Regt. and of sixteen well-drilled companies and one Negro company from Nashville, Tenn. The Memphis Avalanche and The Memphis Appeal of May 9, 10, and 11, 1861, give notice of the appointment by the “Committee of Safety” of a committee of three persons “to organize a volunteer company composed of our patriotic freemen of color of the city of Memphis, for the service of our common defense.”

A telegram from New Orleans dated November 23, 1S61, notes the review by Gov. Moore of over 28,000 troops, and that one regiment comprised “1,400 colored men.” The New Orleans Picayune, referring to a review held February 9, 1862, says: “We must also pay a deserved compliment to the companies of free colored men, all very well drilled and comfortably equipped.” (Christian A. Fleetwood, The Negro as a Soldier, Washington, D.C.: Howard University Print, 1895, pp. 5-6, emphasis added)

In a Union army battle report, General David Stuart complained about the deadly effectiveness of the black Confederate soldiers whom his troops had encountered. The “armed negroes,” he said, did “serious execution upon our men”:
Col. Giles Smith commanded the First Brigade and Col. T. Kilby Smith, Fifty-fourth Ohio, the Fourth. I communicated to these officers General Sherman’s orders and charged Colonel Smith, Fifty-fourth Ohio, specially with the duty of clearing away the road to the crossing and getting it into the best condition for effecting our crossing that he possibly could. The work was vigorously pressed under his immediate supervision and orders, and he devoted himself to it with as much energy and activity as any living man could employ. It had to be prosecuted under the fire of the enemy’s sharpshooters, protected as well as the men might be by our skirmishers on the bank, who were ordered to keep up so vigorous a fire that the enemy should not dare to lift their heads above their rifle-pits; but the enemy, and especially their armed negroes, did dare to rise and fire, and did serious execution upon our men. The casualties in the brigade were 11 killed, 40 wounded, and 4 missing; aggregate, 55. Very respectfully, your obedient servant, D. STUART, Brigadier-General, Commanding. (Report of Brig. Gen. David Stuart, U. S. Army, commanding Fourth Brigade and Second Division, of operations December 26, 1862 - January 3, 1863, in Official Records, Volume XVII, in Two Parts. 1886/1887, Chap. 29, Part I - Reports, pp. 635-636, emphasis added)

In a letter published in the Indianapolis Star in December 1861, a Union soldier stated that his unit was attacked by black Confederate soldiers:

A body of seven hundred [Confederate] Negro infantry opened fire on our men, wounding two lieutenants and two privates. The wounded men testify positively that they were shot by Negroes, and that not less than seven hundred were present, armed with muskets. This is, indeed a new feature in the war. We have heard of a regiment of [Confederate] Negroes at Manassas, and another at Memphis, and still another at New Orleans, but did not believe it till it came so near home and attacked our men. (Indianapolis Star, December 23, 1861)

Union soldier James G. Bates wrote a letter to his father that was reprinted in an Indiana newspaper in May 1863. In the letter Bates assured his father that there were black Confederate soldiers:

I can assure you [his father,] of a certainty, that the rebels have Negro soldiers in their army. One of their best sharp shooters and the boldest of them all here is a Negro. He dug himself a rifle pit last night [16 April 1863] just across the river and has been annoying our pickets opposite him very much to-day. You can see him plain enough with the naked eye, occasionally, to make sure that he is a “wooly-head,” and with a spy-glass there is no mistaking him. (Winchester Journal, May 1, 1863)

A few months before the war ended, a Union soldier named James Miles of the 185th N.Y.V.I. wrote in his diary, “Saw several Negros fighting for those rebels” (Diary entry, January 8, 1865).

A Union lieutenant colonel named Parkhurst, who served in the Ninth Michigan Infantry, reported that black Confederate soldiers participated in an attack on his camp:

The forces attacking my camp were the First Regiment Texas Rangers, a battalion of the First Georgia Rangers . . . and quite a number of Negroes attached to the Texas and Georgia troops, who were armed and equipped, took part in the several engagements with my forces during the day. (Lieutenant Colonel Parkhurst’s Report, Ninth Michigan Infantry, on General Forrest’s Attack at Murfreesboro, Tennessee, July 13, 1862, in Official Records, Series 1, Volume XVI, Part 1, p. 805)

In late June 1861, the Illinois Daily State Journal, a staunchly Republican newspaper, reported that the Confederate army was arming some slaves and that in some cases slaves were being organized into military units. Interestingly, the newspaper also said that the North was not fighting to abolish slavery, and that the South was not fighting to protect slavery:
Our mighty armies are gathering for no purpose of abolition. Our enemies are not in arms to protect the peculiar institution [slavery]. . . .
They [the Confederates] are using their Slave property as an instrument of warfare against the Union. Their slaves dig trenches, erect fortifications, and bear arms. Slaves, in some instances, are organized into military companies to fight against the Government. (“Slaves Contraband of War,” Illinois Daily State Journal, June 21, 1861)

After the battle of Gettysburg, Union forces took seven black Confederate soldiers as prisoners, as was noted in a Northern newspaper at the time, which said,

. . . reported among the rebel prisoners were seven blacks in Confederate uniforms fully armed as soldiers. (New York Herald, July 11, 1863)
During the battle of Gettysburg, two black Confederate soldiers took part in Pickett’s charge:
Color Corporal George B. Powell (14th Tennessee) went down during the advance. Boney Smith, a Black man attached to the regiment, took the colors and carried them forward. . . . The colors of the 14th Tennessee got within fifty feet of the east wall before Boney Smith hit the dirt -—wounded. Jabbing the flagstaff in the ground, he momentarily urged the regiment forward until the intense pressure forced the men to lie down to save their lives. (John Michael Priest, Into the Fight: Pickett’s Charge at Gettysburg, White Mane Books, 1998, pp. 128, 130-131)

During the battle of Chickamauga, slaves serving Confederate soldiers armed themselves and asked permission to join the fight—and when they received that permission they fought commendably. Their commander, Captain J. B. Briggs, later noted that these men “filled a portion of the line of advance as well as any company of the regiment” (J. H. Segars and Charles Barrow, Black Southerners in Confederate Armies, Atlanta, GA: Southern Lion Books, 2001, p. 141)
One of the last Confederate charges of the day included the Fourth Tennessee Calvary, which participated dismounted in the assault. Among the troopers of the regiment were forty African Americans who had been serving as camp servants but who now demanded the right the participate in the last combat of the day. Captain J. B. Briggs gave his permission for them to join his command on the front line. Organized and equipped under Daniel McLemore, the personal servant of the colonel of the regiment, the black troops had collected dropped weapons from battlefields during the regiment’s campaigns. . . . (Steve Cottrell, Civil War in Tennessee, Gretna, Louisiana: Pelican Publishing Company, 2001, p. 94)