Okay. Here is the page from Center for Military History that covers the Campaign of Sicily. A search for "39" finds the 39th Engineers and the 39th Infantry Regiment. My statement was incorrect: the 39th Infantry Regiment was part of the 9th Infantry Division, which was definately at Sicily.
Sicily Campaign (Center for Military History)
I also found a page with lineage of units that were in the 39th Infantry Division. It was part of the the Louisiana National Guard but the division was not activated as a whole during WW2. But individual units of the Louisana National Guard did serve in WW2.
141st Field Artillery Battalion Battle Honors - Algeria-French Morocco with arrowhead, Tunisia, Sicily with arrowhead, Naples-Foggia, Anzio, Rome-Arno, North Apennines, Po Valley, Southern France, Rhineland, Ardennes-Alsace, Central Europe, and Distinguished Unit Citation Streamer embroidered Colmar.
105th Separate Battalion CA Battle Honors - Algeria, French Morocco with arrowhead, Tunisia, Sicily with arrowhead, Naples-Foggia, Rome-Arno, North Apennines, Po Valley. (CA ?)
156th Infantry Regiment Battle Honors - Northern France, Central Europe, Rhineland and Normandy, and the Asiatic-Pacific theatre streamer without inscription.
I hope that makes sense and is correct.
Steve