It's odd how I found out about it and it took some real digging!
I was relic hunting the area about 25 years ago (it was also the site of a Yankee supply depot), and came across the remains of the caravan.
At first I thought it was just Yankee wagons, but they did not look right as they were burned and had remnants of wood roofs. The items dug around it spoke to the post CW period.
I found lots of Yankee relics in the area so I never thought anymore about it (you don't talk about areas you dig in till you dig it out) till a few years later when my mom said something about gypsies not being welcome in town and a child stealing incident before she was born.
I called my grandmother who had lived just up the creek from the site her whole life and she told me all about it. I asked some other oldsters in town and they confirmed it.
She and her peers said Gypsies were escorted out of town/county by the SD when they came through after that and not allowed to stop.