Spanish American War Pension - National or Alabama Archives?

Hello,

I am seeking some guidance on where to look for my great grandmother’s first husband's pension file. He served in the Spanish American War in the Third Alabama Voluntary Infantry, Company K (Colored Troops). He died during the war although the Third never left Alabama. He left behind a widow and two minor children. Form NAFT 85 is for pension records for federal troops. Is the Third Alabama Voluntary Infantry, Company K (Colored Troops) federal or state? Should I look in the National Archives or Alabama Archives for the pension file?

Thank you for your help!