Half of your guess is correct. They are indeed parts of a civil war artillery shell's fuze... but all three of the parts you found are yankee-made, not Confederate. Specifically, the smaller two are the "slider" from a Hotchkiss Type 2 Percussion (impact-detonation) fuze, and the largest one is the lower body of that kind of fuze, broken off from the threaded "upper" portion of the fuze's main body. See one of the photos below.
I'm sure about the ID because only a Hotchkiss Type 2 percussion fuze's slider had a safety-wire as part of the slider's body. You can see the brass safety-wire on the bottom end of the two sliders you found. Part of the wire on yours is broken off... it was originally a bit longer than what's left on your sliders. See the photos below, one of which shows the Hotchkiss Type 2 Percussion-fuze's base, and the slider's safety-wire sticking out through the flame-hole in the fuze's base.
The Hotchkiss Type 2 Percussion sliders consisted of a lead-filled tubular brass sleeve, with a brass nipple embedded in the front end's lead, and a brass safety-wire embedded into the back end of the slider's lead filling. One of your photos shows the copper percussion-cap which fitted onto the slider's nipple. A small tunnel through the Hotchkiss slider's lead filling allowed flame from the percussion-cap to pass through the slider, on down into the shell's powder-cavity.
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