I did a Google search and there is a picture of the Gillespie Pipe Band but the men in the pic aren't named.
Robert's obituary might say if he was a member or not.
The Macoupin County Genealogical Society, www.macoupinctygenealogy.org/
and the Macoupin County Historical Society, www.mchssociety.org/
might have more info about the Pipe Band. Successful Searching!