I have some information which may be of help.
An excellent source to locate soldiers who were on the Sultana and their fate is the Appendix of the book Disaster on the Mississippi: The Sultana Explosion, April 27, 1865 by Gene Salecker (1996).
Checking the Mich. troops, I find one Alonzo Smith, 22nd Mich. Inf., Co. K, Sgt., who died.
From reading Salecker's book and an earlier one in 1992 by Jerry Potter called Sultana Tragedy (1992) I know that hundreds of bodies were never recovered from the Miss. River. Scores more washed up on shore down river but had no identification.
Lastly, out of the 800 initial survivors from being pulled out of the river, 300 died in Memphis hospitals so their identity was known. These were first buried in a local cemetery but later transferred to the National Cemetery in Memphis. However, many names were lost during the transfer when the names chalked on the caskets were washed off during a rainstorm during the transport process.
From this information, I would think the third Alonzo in your list is your man. He could have died on the Sultana with no record of his burial since 1) his body was never recovered 2) body recovered with no identity 3) survived the initial disaster but later died in a Memphis hospital but was one of those who names was washed off the casket during the rain storm.
The Sultana Association will hold its 23rd reunion in Mansfield, Ohio, April 23rd and 24th, 2011. Contact me if you would like more information.
Norman Shaw, Founder, Association of Sultana Descendants and Friends