You really need to get the marriage cert for James if you wish to get further back. You can get certs on line from http://www.gro.gov.uk/GRO/content/certificates/default.asp
However looking at Collingbourne births in Cheltenham around James's birth, there are two; Agnes Elizabeth in 1877 and Joseph William P.L.R in 1883.
Following Agnes through the census's she is 3yrs old in 1881 living with grandparents George 60 and Anne 64, plus John 37, Thomas C 26 and Eliza 30, one of which may be Agnes's parent. She is still with her G. Parents in 1891, a servant in Oxfordshire in 1901 and a Niece aged 29 in 1911, Thomas Charles 56 is the head (so this leaves John or Eliza as the possible parent, see earlier)
That doesn't mean anything really, but if we look at Joseph William Collingbore, so far I have only found him in one census, 1901 aged 17, a coal hewer born Cheltenham, boarding in Ystradyfodwg, Pontypridd. I don't think it is a coincidence that he is in Pontepridd where James is also living in 1915 (marriage). Is he the Joseph you thought was James's father