From the United States perspective, the policy was that secession was illegal. Slavery was a legal institution and the United States did not intend to interfere in areas where slavery was legal, but only intended to restrict any further growth of slavery to new parts of the United States. The United States was very specific about a policy of respecting "personal property rights" [read: slavery] of the citizens of the various loyal states.

The Cotton states and later some of the border states, seceded from the United States because they felt the United States was hostile to slavery. There was a great deal of rhetoric about the Republican party of that time being an abolitionist party intent on freeing all the slaves. They couched the secession as protecting the rights of the people against an intrusive federal government.

So, essentially, the seceding states were fighting to protect slavery and the United States was fighting against secession for the first couple years of the war. Which lead to some very interesting developments and oddities. Consider that Ben Butler was in command of the Maryland area in April 1861. He acted ruthlessly in terms of arresting people suspected of harboring secessionist tendencies and used force to open and maintain the communications lines to Washington DC. He went on record telling the Governor of Maryland that he put policies in place to return any escaped slaves and that he would use overwhelming force to put down any servile insurrection. He did very well in this, to the point that he was the one of the first soldiers promoted to Major General in the United States volunteer army. (As opposed to the standing regular army, the volunteer army was the massive army assembled from state militias for the purpose of putting down the rebellion). Maj General Butler was then assigned to Fort Monroe Virginia, which was a fort that had been held by too large of a force for the CSA to seize. In Virginia, Butler had absolutely no compunction in encouraging enslaved people to escape to freedom and he came up with the official policy of treating escaped slaves as "contraband of war". If the Federal army could seize property used by the CSA in its war efforts, then slaves could be seized as property. Butler had both positions - return escaped slaves in loyal states and slaves are contraband in rebelling states - within less than a month's timeframe and those positions were the official positions adopted by the United States government over the course of the war.

There were certainly a lot of problems at the local level. Brig General Charles Stone was in command of federal forces in central Maryland opposite Leesburg VA and that area. He had a formal policy that he inherited from Butler of returning escaped slaves to Maryland residents. His troops, however, were from Massachusetts and that was the hotbed of abolition and his troops spent a lot of time hiding escaped slaves no matter the location from which they escaped. Stone also was a soft-war general who tried to also respect the personal property rights of civilians, so he was more inclined to help return slaves to Virginia citizens not supporting the war. This soft-war position was one of the contributing factors that lead to Stone's imprisonment as the scapegoat for the loss at Buell's Bluff. By October of 1861, returning slaves to Virginian citizens was not sanctioned. It was common for someone to show up looking for escaped slaves from loyal border states, but return over the course of the war was less and less likely.

The United States progressively took a harder and harder line on the legality of slavery over the course of the war, Even the most racist Union soldiers (of which there were many) were completely onboard with freeing the slaves to punish the south for the war after the first year of the war. The handwriting was on the wall for slavery as an institution when soldiers who would refer to slaves the same way they would refer to cattle supported abolition. Even Sherman, who was as racist as anyone in the 1860's, wrote his brother saying in effect that the south could have saved their slaves had they returned to the union peacefully, but by that point it was too late. The Emancipation Proclamation was aimed solely at disloyal regions not currently under United States control. It specifically excluded border states and the portions of southern states then under United States control (Louisiana, coastal SC, western and northern Virginia, Missouri). The United States was very aware that they had to maintain the loyalty of the border states while the war was in the balance. Once the end of the war was certain, that is when the dam broke for dealing with the institution of slavery as a whole.