Forgot to address your reference to "1st Cavalry". The 1st Cavalry Division served in the Pacific during the war so we can apparently rule that out. 1st Cavalry Brigade was an element of 1st Cavalry Division. The 1st Cavalry Regiment was redesignated 1st Armored Regiment in 1940. Later reorganized and redesignated 1st Tank Battalion. Served as an element of 1st Armored Division in North Africa and Italy. Strike that one, too. There were two 1st Cavalry Reconnaissance Squadrons; one was also an element of 1st Armored Division and was later redesignated 81st Cavalry Reconnaissance Squadron and the other was later redesignated 91st Cavalry Reconnaissance Squadron, assigned to II Army Corps. Both of these served in the Mediterranean Theater of Operations (North Africa, Sicily, Italy) also.
No idea what he could have been referring to, unless he served with 1st Cavalry Division (or Regiment) subsequent to his service with 3d Artillery but prior to the outbreak of the war.