Dear Mr. Kaess,
Thank you for posting your request on History Hub!
We suggest that you submit a Freedom of Information Act (FOIA) request to the US Customs and Immigration Service (USCIS) to obtain a copy of your father’s immigration records. If he did not complete the process, USCIS should be able to provide the certification on non-existence, and although your father won’t have a naturalization record, it is likely that INS did create an A-File that could be used to verify his citizenship status.
We hope this is helpful. Best of luck with your family research!