From those pictures, he is a dun also known as zebra dun. A dun is a bay horse with the dun gene so this may be why some think he is only a bay. Duns vary in shades from dark to light - I also think you will find yours will be a lighter shade when he coats out (or you clip him!) in the spring. Some line backed bays can have shadowing which is mistaken for a dorsal stripe but they are not true duns - your boy has a dorsal stripe that is a true dorsal stripe. Not every dun has every last bit of dun factor. To be a red dun he would be chestnut or sorrel with red dun factor. A grullo is a black horse with black dun factor. Actually if you go to the www.IBHA.com
These are both color registries and because duns can change in color so much in the first year, you can only get a temporary registration and then apply with pictures for permanent papers after they attain their calendar first birthday. Both sites have pictures for examples