Dave... I've looked @ this Columbia Jr roadster ad and I did not like the tight pinch @ the upper end of the rear-axle seat stays. That pinch is not in the photos of your frame... Also, You gave a clear photo of the headtube bearing cups; and, they compare to Shelby bearing cups I see in examples below, but, they do not compare to the Columbia, Westfield photos I've seen. You said your Dad was saying it was a Shelby... It HAS a Shelby chain ring. The Shelby Lindy and the Shelby Whippet(s) I've seen have an older style of chain ring; and, yours is right for an early '30s Shelby bike. I'm singling out a pair of good old fellas,
@catfish and
@hoofhearted . I also give you a link below where I only checked the first two pages; but, here are page and post numbers to consider:
https://thecabe.com/forum/threads/the-motorbike-era.92947/
Page 1 post #16 is from Hoofhearted; Scroll & Check out the tanks from his Lindy; earlier post #4 he states he has had a '35 Shelby built King-B.
Page 1 post #17 is from Catfish
Page 2 post 24 (scroll to eighth photo) A Shelby Fox (head-badge rivets are on the side, horizontal) etc...
Just my 2 cents; Your building a beauty!