It’s not easy to find an angle that hasn’t been exploited vis-a-vis the Dylan bio-pic No Direction Home which, by the way, I liked. Some might find it surprising, but Dylan did have some truck with jazz. This is what I could piece together.
Bob Dylan performed at the 80th Sinatra birthday tribute in 1995. In 2004, he joined forces with Wynton Marsalis at a benefit concert for Jazz at Lincoln Center and his 2015 release, Shadows in the Night was, let's say, jazz-informed, but early on in his career, Dylan had truck with edgier jazz folk.
While not on the level of finding the lost Buddy Bolden cylinder, it would be interesting to hear a recording of Bob Dylan and Cecil Taylor when they jammed on The Water is Wide in the early 1960's. Dylan mentions this session in his Chronicles, Vol 1 and adds: "Cecil could play regular piano if he wanted to." Note that Tom Wilson, Dylan's producer at this time, produced Cecil Taylor's first LP,Jazz Advance.
Dylan says he also jammed with Ornette Coleman associates drummer Billy Higgins and trumpeter Don Cherry. No specific tunes are mentioned, although I think he might find a place on this tune:
These musical intersections happened, says Dylan: "...at a creepy...little coffeehouse on Bleeker Street near Thompson run by a character called the Dutchman." I'm surmising it was the Cafe Rafio, at 165 Bleecker.
Dylan also says that he crashed a Thelonius Monk rehearsal where he told Monk that he played folk music. Monk's reply: "We all play folk music."
"If Dogs Run Free"...