Indeed this is not correct. Practically speaking, the soldier should keep refusing the order and will be relieved of duty and thrown in the brig. They will then have to hope that by the time the court martial date rolls around their name has been cleared and the officer who gave the order has been or will be court martialed in their place.

Theoretically the officer should go through every underling and find nobody willing to execute illegal orders, but practically they'd only need to go through three or four at most before they had a volunteer.