According to both the Library of Congress and their respective state websites, yes, both California and Nevada were states by the time the Civil War happened. Nevada joined in 1864 and California in 1850. Whether they had significant involvement in the Civil War, however, I'd have to do more research, as I don't know off hand.

Princeton's definition of Yankee actually has all three connotations: New Englander, specifically; Northerner/Union state person in general; and American in general (by non-Americans). So, technically, it seems we're all right.