Tennessee
When the Emancipation Proclamation was announced, Tennessee was mostly held by Union forces. Thus, Tennessee was not among the states enumerated in the Proclamation, and the Proclamation did not free any slaves there. Nonetheless, enslaved African Americans escaped to Union lines to gain freedom without waiting for official action. Old and young, men, women and children camped near Union troops. Thousands of former slaves ended up fighting on the Union side, nearly 200,000 in total across the South.

Q: Which edict freed slaves across most of the Confederacy, but technically not Tennessee?
Emancipation Proclamation