Sorry it has been three days. I missed your post.
Anyway, Jefferson made several statements in support of “separate confederacies,” decentralization, and secession throughout his life. In Virginia, he advocated something he called “ward republics.” In essence, Jefferson contended that a republic should be small enough that everyone could realistically participate in the political process.
In his 1801 inaugural address, Jefferson suggested that those who wished to secede from the Union should be free to do so, and he backed that up in several letters from that point forward (and of course this is not including the Declaration of Independence).
In 1804 he wrote Dr. Joseph Priestley about the prospects of a western confederacy: http://www.let.rug.nl/usa/P/tj3/writings/brf/jefl161.htm
In 1816, he expressed similar ideas to William Crawford: http://oll.libertyfund.org/?option=com_staticxt&staticfile=show.php%3Ftitle=807&chapter=88163&layout=html&Itemid=27
His statements, by the way, also echoed what many in the founding generation thought about Union in 1787 and 1788. Union was only possible if the central government concentrated on the general interests of the Union (commerce and defense) and left all else to the States.