Thanks for all the searching!! The first record is definitely my Clarence. I have already seen this record on ancestry.com. Although, the parents Burzelia and Sarah Bailey are actually his in-laws. According to my grandmother, who passed in 2002, he and Pearl met while he was working on the railroad and she was a waitress. She got pregnant and they had a shotgun wedding. Then, he supposedly died about a week after my grandmother's birth. She said he died in a hunting accident. We think it was suicide.
It was all quite scandalous and my grandmother refused to discuss her father. Her mother later remarried a man that was the only father she really knew.
So, we are really interested in getting our hands on the death certificate. We are also really interested to know if he died right after her birth or just abandoned them. The information from Shelby is not him. I don't know think I said he was from Shelby unless I made an error somewhere. As far as I can tell, his extended family is all from Knoxville, TN.
Thanks again for all the help. Clarence's story is a total mystery to us, and we would love to know more.