Your post is 3 years old, but I've just come across it, and happen to have copies of the articles regarding the killing of Judge Fox.
In case you haven't gotten this information yet: The Daily Gazette for Tuesday, March 31, 1874 (an excerpt from the first article, there are several more articles.)
The Late Judge Fox.
From the Forrest City Times.
On Saturday morning, 21 inst.. just after breakfast and about 8 o'clock am, as Judge Fox was on his way up town from Forrest House, where he and his lady were boarding, he was intercepted by J.R.P. Aldridge, who walked out from the drug store of R.O. Dye with a double-barrel shot gun a few paces in front of him, and said to him, "Now Judge Fox, we will settle our difficulty" and bringing his gun in range, fired quick succession, both barrels of the gun....
Mr. Aldridge walked to his office and surrendered to the officers of the law, remarking to a friend that he had discharged a duty he owed to his wife and children.
I looked to see if any of the articles mentioned him dying in jail.None that I have mention that.The last mentions him petitioning for bail and being denied.