OK, lets study the timeline.
Lee's invasion of Pennsylvania: - June/July 1863.
Lee's invasion of Maryland: September, 1862
Bragg's invasion of Kentucky: August, 1862
Polk invades Kentucky : September, 1861
Battle of Belmont Missouri: November, 1861
Battle of Boonville, Missouri: June, 1861
Battle of Cape Girardeau, Missouri: April, 1863
Battle of Carthage, Missouri: July, 1861
Battle of Glorieta Pass, New Mexico: March, 1862
Battle of Valverde, New Mexico: February, 1862
I’ll give you the Maryland intrusion in Sept. 1862, although there was no goal of holding territory, but rather maneuvering against the Army of the Potomac (same with Gettysburg).
The PA invasion you list was the Gettysburg affair.
Kentucky and Missouri had strong factions fighting on both sides. We only think of them as Union states because the Union won.
Both Confederate and Union governments claimed ownership and territorial rights over New Mexico Territory, which isn’t surprising when you look at the demographics of who was settling there. Not a matter of the CSA claiming territory that was clearly Union, but rather a fight between confederates and unionists that lived there for control of their destiny.