More times than not the slave owner did not file a copy of such papers with the clerk of the courts. They simply noted it in their ledger books especially in Kentucky. I have several slaves where it was noted in the owners will that they had been freed, however, that was the only place it was noted. Nothing at all in the country clerks records. Different states had different requirements but in Kentucky there was almost a complete lack of court records. Bills of sale were also not registered, they were simply noted in the ledger book of that master and perhaps if the family saved their family papers you might find them there.
Few slaves were freed before the end of the war in Kentucky because they would become a public charge against the county and state and that was against the law. The situation became a real problem when owners wanted to be rid of their slaves, what to do with them. Many sold them south, others investigated the Colonization Society of Kentucky in the hopes of sending them to Liberia, but they could not just turn them out or loose. When slaves were freed, most of the time they were required to leave the state, but then they became fodder for the bounty hunters who were lying in wait along the rivers to kidnap and sell them south.