where do I find union civil war pension applications?

Where do I find the pension application for an English citizen who presumably was recruited in the UK as a Union spy and travelled to the US and enlisted in the 5th Texas Infantry regiment, Company B, of the Confederate Army in March of 1862 in Columbus, TX to presumably collect intelligence and later, on his first day of action, was "captured" near West Point, Virginia in May of 1862, debriefed at Fortress Monroe for 30 days,Then sent to join the other prisoners in Fort Delaware, re-inserted by being exchanged in August of 1862, immediately re-joined his company, was wounded in August of 1862, sent to Hospital 8 in Richmond in Dec of 1862, was discharged, for disability, from the confederate army in February of 1862, then served as Paymaster for Hospital 8 until its closure that spring. He returned to the UK at a time unknown and travelled periodically to an American consular office where he was paid a pension in gold coin.The US Counselor Office was likely in in Glasgow, Scotland or Carlisle, England? The applicant was named Francis Kelly Harris, he was born in Croydon, Surrey, England in 1830 or 1831 and died in Kirkcudbright, Scotland in 1895. We do not know where he was between May of 1860 when his wife became pregnant and April of 1861, when, in the UK census, his wife lists herself as widow and head of household. This was slightly before start of American Civil War. His wife subsequently re-married and had several more children. She is alive as late as the UK 1910 census. We also do not know where he was from the latest record, March of 1863, at Richmond, Virginia to the 1881 Scottish Census when he and a new wife lived in Kirkcudbright in southwestern Scotland.