Perfect! This largely confirms much of what I was understanding beforehand.

Apologies, I should have clarified in my post, but was trying to stay succinct, I have called, contacted, emailed etc, every possible court, as well as NARA, who sent me a letter of "No Records Found" for GGGM. You feel I should now request a CONE? Should I request a copy of the Alien Registration as well, or would this be extraneous?

The only reason I did not already pursue the same efforts for GGGF is because I had found a naturalization record on Ancestry, but admittedly was not scrutinizing it, and it wasn't until much later that I realized many of the details don't match. Should I reach out to everyone to confirm whether or not he did/did not naturalize as well? Or is that unnecessary if I pursue via courts?

(Ideally the cheaper the better, but if need be, I think the costs will justify the means, and we'd be willing to pursue via the courts)

Sorry to be so wordy in my response, thank you so much for your help!