The diary of Francis Wayland Dunn of the First Alababama Cav. USA makes some references to a refugee camp near Corinth, MS. The diary notes that some of the refugees were driving Lt. Col. Ozro Dodds crazy when he was trying to move the regiment from Glendale, e. of Corinth, to Camp Davies, s. of Corinth. The diary is reproduced in Glenda Todd's book on the First Alabama Cav.
I have also seen a reference to a refugee camp in the Southern Claims Commission file of Russell S.S. Bull, who lived in Allen's Factory, Alabama, near the present site of Bear Creek.
I have never seen mentions of refugees being sent to Illinois, but as earlier noted, this may have occurred prior to setting up the refugee camp near Corinth.
There was also a "contraband" camp near Corinth that was inhabited by former slaves.
I do not know what happened to the former slaves and refugees after Corinth was evacuated by the Union in early 1864.