First of all, killing surrendering troops was rather rare in the Civil War. For one thing firearms took a long time to reload and a soldier may not have a loaded round ready when meeting a prisoner. Indeed, most of the documented cases of prisoners being killed just before or immediately after capture was done by the Confederate Army - who tended to massacre any black troops they captured.

What happens to a Confederate prisoner after he's captured and interrogated then varies depending on the time period. Early in the war is was extremely common for Confederate prisoners to simply be exchanged for Union prisoners, and if not they would simply be released on parole (with a promise not to continue fighting). Eventually however the system broke down and prison camps were built, which had high mortality rates for both sides (but worse for the Confederate camps) due to the bad conditions in these camps.

As for switching sides... over 100,000 Southerners actually fought for the Union, often becoming part of regiments raised within their home states. These units were primarily used as rear-area security units after the Union had already liberated the area - since they knew the terrain better they could more effectively guard against Confederate holdouts and they would also be able to protect their families from the inevitable Confederate attempts at reprisal. If a Confederate soldier switched sides prior to his hometown being liberated it was very likely that his family might be killed by local Confederate enforcers.