Just because it may come with a coa doesn't mean a thing. Anyone with a printer can make one.
There are some reputable sellers on ebay who sell a lot of Dolphins autos, so just make sure to do a thorough check on how long they have been registered, their feedback, etc.
One particular seller I know of that for sure sells 100% legit stuff is superdolph.com. He can be a little slow on the shipping once in a while if he gets bogged down with orders, but I have bought from them for over 10 years now and have always been happy. He has a really nice Ronnie Brown auto 16x20 on ebay right now, and probably some Chambers stuff too.