We previously reported a putative detection of a radio galaxy at $z=10.15$ , selected from the GaLactic and Extragalactic All-sky Murchison Widefield Array (GLEAM) survey. The redshift of this source, GLEAM J0917-0012, was based on three weakly detected molecular emission lines observed with the Atacama Large Millimetre Array (ALMA). In order to confirm this result, we conducted deep spectroscopic follow-up observations with ALMA and the Karl Jansky Very Large Array (VLA). The ALMA observations targeted the same CO lines previously reported in Band 3 (84-115 GHz) and the VLA targeted the CO(4-3) and [CI(1-0)] lines for an independent confirmation in Q-band (41 and 44 GHz). Neither observation detected any emission lines, removing support for our original interpretation. Adding publicly available optical data from the Hyper Suprime-Cam survey, Widefield Infrared Survey Explorer (WISE), and Herschel Space Observatory in the infrared, as well as $<$ 10 GHz polarisation and 162 MHz inter-planetary scintillation observations, we model the physical and observational characteristics of GLEAM J0917-0012 as a function of redshift. Comparing these predictions and observational relations to the data, we are able to constrain its nature and distance. We argue that if GLEAM J0917-0012 is at $z<3,$ then it has an extremely unusual nature, and that the more likely solution is that the source lies above $z=7$.