Hello Jim,
Sorry, I have not been able to identify any Arizona artillery units. Almost all of the confederate troops that went into Arizona and New Mexico were from Texas but with a few local volunteers picked up as the column advanced into the Arizona Territory. The units of the Arizona Brigade were actually Texas troops with renumbered identifications as part of the Arizona Brigade. I did find Crezbauer's Texas Battery that moved from Brownsville west towards King's Ranch. this move was in November, 1863 and was towards the Rio Grande. Also found another Texas battery, the well-known Valverde Battery formed in May 1862, commanded by Captain Joseph D Sayers. He was being rewarded for his fine performance at the Battle of ValVerde and the guns for this battery were captured at the battle. Capt. Sayers was from the 5th Texas Mounted Regiment and the battery was formed by special orders of Brig. Gen. H H Sibley the the orders were written at Dona Ana (NM?). This battery actually served in eastern Texas, Louisiana and Arkansas.
Sources used are the Official Records, Vol IV, IX and LIII. Crute's Confederate units and my own record files.
Ron