"Build a house before you paint it" is something I heard recently that resonated with me. What that means is, breed for form and finnage (including large pectorals/dumbo ears) first; color is secondary.
However that doesn't mean you shouldn't be thinking about color at all. If the choice was between a non-dumbo with the colors you want, or a non-koi with the finnage you want, go with the non-koi.
If we're choosing between a dumbo Cambodian female and a dumbo cellophane female, all other things being equal, I'd go with the cellophane female. Reason being that the Cambodian gene mutes the red layer on the body of the fish, if I understand it correctly, which is not desirable if you're trying to achieve an evenly distributed "koi" look in future generations.
Cellophane, on the other hand, is a phenotype that often results from marble spawns, so there's a non-zero chance that your cello female is a carrier and that you'll get marbles in F1, which puts you one step closer to the koi pattern you're looking for. Not all cellos carry marble, but with how prevalent the marble gene is these days I'd be willing to bet money on any given cello being a carrier.
The marble gene is weird and unpredictable though, so don't expect perfect kois that keep the same color throughout their lives right off the bat. If you can achieve a stable marble line then I am sure people will be beating down your door for those fish. 😁
So basically: take the best fish from your F1 with the biggest pectorals, breed those, and once you're consistently getting dumbos, start honing in on color and pattern.
Can you share pictures of the fish you're working with?
I hope this is at least a little helpful. I don't do kois because frankly it sounds frustrating to me. 🥴