Nancy, your spelling is correct : Kappa Sigma Pi is listed in the special census of 1933 which, to the best of my knowledge, did not collect the names of the inmates of institutions---just statistics.
It was published in 1935 as :"Children under Institutional Care and in Foster Homes, 1933." Cataloged under: UNITED STATES. Bureau of the Census. The home is listed in Clarksburg, WV, but no street address. Residential care, under fraternal auspices, for 41 dependent white boys.
Of course, the name sounds like a Greek-letter college fraternity. Maybe Google can find it.
A sentence in your query needs explanation : "Left there with a family named Kniceley." You leave a kid at an orphanage to be raised without his family, so "with a family" is confusing. If KNICELEY is his birth name, say so---if you repost your query. Your father's birth parents' names would be on his full copy birth certificate if the original was never amended. One or both of the birth parents should be in the federal censuses of 1920 and 1930, which Ancestry.com has online for the benefit of its subscribers.