I'm very fortunate, I have a local library with the whole collection of Frost. And lately, I've been borrowing and watching from ep. 1 to the the Finale.
You're right, he's rumply, and unorthodox, but gets results, and also gets into trouble. The higher-ups do not like him.
---But, Frost is alot more physical than Columbo. He gets bashed on the head, gets punched, I don't remember Columbo having that done to him. Columbo is more cerebral and I think Frost is more emotional.
I had the same thought recently when trying to describe the character to someone. Frost is like a downbeat Columbo. The Columbo series was never intended to be dark like Frost often is - it's just a cat-and-mouse game. Frost also adds the anti-authority element that is often seen in police dramas, whereas Columbo was just hiding a sharp mind behind a foolish exterior.