Hello Chip,
One of my areas of specialty is the M1936 Walther Olympia pistols. Based on the information which you are providing, the pistol that you mention is a rapid-fire model. Those pistols in caliber .22 Short will have a slide made of aluminium, and it is common for the blue finish to fade or peel off very quickly. Since there are no surviving records for the Walther Olympia pistols, I would guess that your pistol was produced between 1936-38.
If possible, please send me an image of your pistol at
imperialarms@att.net, and I could probably provide you more information. You can preview a variety of my M1936 Olympia pistols on my web site using the link provided below. I also own a model in .22 Short but it falls in the 9000 serial range and it was sold by a Finnish dealer in January 1942. I do not have an image of this pistol on my web site, but I could send you an image if you provide me your e-mail address.
Cheers,
Albert