Hi Louise, I am sorry that I don't have much to provide on McHenry Dozier. My records show that he was a sergeant (Oran Perry's roster shows him as a private but the report submitted by W. Bliss, Asst. Adj. General shows that he was a sergeant) in Co. E, 2nd Indiana.
The 2nd is a tough regiment to research because of its less-than-honorable behaviour at the Battle of Buena Vista. I have only a few very good first-hand accounts of Indiana troops at the battle, and most deal with their fleeing, rather than their actions in battle.
I am curious what source you have found that says that his remains were brought back and interred in Kentucky. As far has fallen members of the 2nd Indiana whose remains were brought back to the U.S., I only have note of six: T.B. Kinder, Robinson, Goff, Stevens, Bailey, and Thomas Parr. Most U.S. soldiers who were killed in the battle were buried along the hill south of Saltillo near Websters Redoubt. This was a temporary burial spot, but many bodies remained there.