I mean, you could, if you want to, just make it 33rd Volunteer Infantry Regiment, without specifying which state it is from, so you get to show both sides equally and don't have to awkwardly switch tags all the time, plus you will be able to represent whatever unit you want on either side.
Personally, Id choose the 33rd Virginia however. A confederate regiment, that carries blue uniforms, that would be the best split you can make.