Not All Immigrants Became Citizens

Do not assume that every immigrant naturalized in his new country. If an immigrant was not interested in voting or running for political office, becoming a citizen might not have been high on his priority list before the early 20th century. Immigrants could often own land and sell and bequeath it without being a citizen--although those rights were governed by state statute.

So if you can't find any proof that your 1860 immigrant naturalized, consider the possibility that he never naturalized.