According to stories floating around on the internet, Columbus Monroe Storys father was killed in a (gun?)fight when Columbus "Lum" was only a year old. I suspect this is another one of James G. Story's disappearing stunts.
Sources
"United States Census, 1930," database with images, FamilySearch (https://familysearch.org/pal:/MM9.1.1/XMR1-FDS : accessed 22 April 2017), Columbus M Story, Police Jury Ward 3, Tensas, Louisiana, United States; citing enumeration district (ED) ED 5, sheet 22A, line 31, family 556, NARA microfilm publication T626 (Washington D.C.: National Archives and Records Administration, 2002), roll 818; FHL microfilm 2,340,553.
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DNA Connections
It may be possible to confirm family relationships with Lum by comparing test results with other carriers of his ancestors' Y-chromosome or mitochondrial DNA.
However, there are no known yDNA or mtDNA test-takers in his direct paternal or maternal line.
It is likely that these autosomal DNA test-takers will share some percentage of DNA with Lum: