Re: My gr-gr-grandpa Edward Ulysses Cohea
Try the MS State Archives. Hopefully those records weren't destroyed in the War of the Rebellion.
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Try searching at www.archive.org - the American texts...use search terms Mexican War or Mississippi Mexican War Units or his name, full, first middle initial last, just last.
Try Ancestry's and Fold3 databases...there are fees so see if local library or LDS Family History Center has them to use on their computers if you don't want to subscribe.
It looks like he died June 1870 in San Francisco CA at age 42. You could see if any San Francisco Newspapers of the time are available to look for an obituary.