There are 6 Gillespies (or the similar spellings you listed) that come up when we search the record of KY Civil War enlistments on Ancestry (citation below).
Albert, Amos, Jacob, Bassit, Salem, and William Gillespie.
All are recorded as having been enslaved to a William Gillespie, William J. Gillespie, or Billy Gillespie prior to enlistment. And the first two men's records specify that the enslaver lived in the 9th Congressional District (unfortunately they don't specify a county). The records that list birthplaces for the soldiers give Pike County and Wayne.
Ideally, if you can determine whether one of these soldiers was related to one of your relatives, you can then order the soldier's pension application file from the National Archives and see if it gives some information about family and siblings-- they often do because soldiers had to prove their identities to the U.S. government without the benefit of birth certificates.
Best of luck in your search!
War Department. The Adjutant General’s Office. Colored Troops Division (05/22/1863–1888). Descriptive Lists of Colored Volunteer Army Soldiers 1864. Volumes 58–60. ARC: 1223643. Records of the Adjutant General’s Office, 1762–1984/1780–1917. Record Group 94. National Archives at Washington, D.C. Accessed via Ancestry.com. U.S., Descriptive Lists of Colored Volunteer Army Soldiers, 1864 [database on-line]. Provo, UT, USA: Ancestry.com Operations, Inc., 2013.