It is very telling that his mother is listed as Miss Mary Malone certainly suggesting his parents were not married. A Mary Malone 25, born in Ireland, is listed in the 1880 census of Venango County, PA. She may or may not be the right one even though Lee's death certificate lists her as born in Tennessee.
Lee was married to Lela Driver on April 30, 1921 in Denver, CO according to a marriage record on familysearch.org, but it seems more like an index card than an actual record of their marriage. I suggest finding out if there isn't a better record of their marriage. Lee's obituary, and since he killed himself, any newspaper article about his death may list surviving siblings if he had any.
The only records I can think of that might help would be church records which can often be hard to track down. Do you know what faith he followed?