I'm wondering if this is your Alonzo K Smith. Once website on the Sultana explosion said many of the dead were buried in Memphis National Cemetery but your Alonzo wasn't there. In doing a search on the National Cemeteries website at http://gravelocator.cem.va.gov/j2ee/servlet/NGL_v1?e=24ec507...
I found this Alonzo Smith, but if it is your Alonzo, he would have lived almost a month after the explosion:
PVT US ARMY
DATE OF DEATH: 06/02/1865
BURIED AT: SECTION 45 SITE 1394
JEFFERSON BARRACKS NATIONAL CEMETERY
2900 SHERIDAN ROAD ST. LOUIS, MO 63125