As I said you don't know your history....
The States led it, with Lee at the head. You are again mistaking the powers of the President of the Confederacy. Their constitution held that power with the States, not the Presidency. Jefferson Davis had his Amnesty as well, but was later caught up in the arrests relating to the conspiracy to kill President Lincoln.
http://www.encyclopediavirginia.org/jefferson_davis_s_imprisonment
Union cavalrymen arrested former Confederate president Jefferson Davis near Irwinville, Georgia, on May 10, 1865.
Davis was taken into custody as a suspect in the assassination of United States president Abraham Lincoln, but his arrest and two-year imprisonment at Fort Monroe in Virginia raised significant questions about the political course of Reconstruction (1865–1877).