Try adding some to this idea -- Some of the most obvious lies are seen through so fast by Columbo but he very wittingly pretends to understand what the murderer is saying is fact. Things like:
Milo Janus: "I ran my hand under some hot water while shaving"
Abagail Mitchell: "Out back." (referring to Edmund's keys)
Nelson Brenner: "I closed the blinds for privacy"
Nelson Hayward (a/k/a His Own Man): "If you would have examined the jacket you would have found the cuffs were starting to fray and there was a small cigarette burn in the left sleeve. That's why ten days ago I ordered a new jacket"
General Hollister's idea that the witness saw him at two different times and "telescoped" the two times so it was one man shooting another sounds pretty unlikely. (And when he said that, he didn't even know who the witness was or that people like her mother considered her unreliable, or else it might have been a little more plausible.)
Columbo's barely disguised laughter while Alex Benedict describes the emotional turmoil of the artistic mind and why it could have been suicide is a wonderful scene. It's completely clear that Columbo doesn't believe a word of it.