As for the kind of electric guitar picking on Madame Bosso, I cannot think of it on many records before the 1960s. The Musical Four Plus One of Lake Charles used an electric guitar lead on Traîn la Ezy some time in the 50s. It's on Arhoolie's cd Cajun Honky Tonk. And Harrison (Harry) Fontenot's singles on Swallow from the 1960s had this kind of electric guitar.
As for early slide or steel or dobro, Happy Fats' band had someone playing with some kind of guitar with a slide on Morse One Step in the mid-1930s:
Neal, you never fail to amaze me with your encyclopaedic knowledge of those old recordings. Thanks for all the info.
On reading up, I find that Rickenbacker pioneered electro-magnetic pickups with their Frying Pan lap steel in 1931, so any or all of those old recordings could feature electric OR non-electric steel.