These are the fun problems. Were their siblings? Sometimes they have better or at least different information. This is a lot like one of my great grandfathers. Every piece of official documentation generated from the time he left home is wrong. His first two marriages listed the same parents but his third marriage listed a different set of parents. His death certificate lists a third set of parents and a wrong age. His brother listed the same set of parents my ggf listed in his first marriages but his death certificate listed a fourth set of parents. It was wrong but contained the hint that ultimately solved the problem. Turns out he was using his mother's maiden name for his surname and had been using his uncle's (mother's brother) as his father's name.
Anyway, if you can find any siblings to research, that can help. Who was he living with in Texas? Did any neighbors come from Mississippi? Elizabeth Shown Mills talks about the FAN club (Friends, Associates, Neighbors) that can give clues to someone's real identity. So, what do you actually know about him?