In 1861, the mail in the Indian Nations was carried by the US Postal System and was administered from the Fort Smith Arkansas post office, on the boundary line between the US and the Indian Nations. This arrangement had been in place for at least 30 years. Because of the arrangement, many of the Indian Nations post offices used ARK in their CDS or when the post office name was written. Others used the abbreviation of the Indian Nation in which they were located. The two largest tribes, the Cherokee and the Choctaw both would uses CN for Cherokee Nation or Choctaw Nation. The number of post offices was not large.
When Arkansas seceded from the US and joined the Confederacy, the administration of the Indian Nation postal system went along with it. The Indian Nations did not "secede" from the US since they were legally separate nations. They simply passed to a new nation the carrying of their mail.
Letters from the Indian Nations were directed either through Arkansas or through Texas in about equal amounts. Letters sent later in the war, after about 2/3 of Arkansas (including Fort Smith) had been occupied by Union Troops, were sent through Texas.
A portion of the Indian Nations did choose to fight on the side of the Confederates. Stand Watie was the principle military leader and the only Native American that rose to the rank of General in the army on either side in the conflict. Many of the reported covers to and from Indian Territory during this period were addressed to him. He did not surrender until June 23, 1865 the last confederate general to do so.
Presented below are the covers of which I have been able to obtain scans. I would welcome any additional scans or cover descriptions bearing on this period of Indian Nation Postal History.