Joe, as far as I know there is no documented proof of James Vance's parents other than word of mouth, association and circumstances.
1. James Vance is listed in the 1850 Logan County, VA Census with Elizabeth Vance, age 56, household #370, his wife Mary Collins and daughter, Jane Vance. James is in the 1870 Logan County, WV Census as age 40. He would have been born in 1830. He is said to have died 9 Jan 1888 on Thacker Mountain, Mingo County, WV.
2. One possibility of James's father is John Ferrell. He is in the 1850 Logan County census, Dist. #32, 29 Aug 1850, Dwelling No. 368:
FERRELL, John, age 44, Baptist Preacher, Value of Prop., $2,600. b. VA, Slave Owner
Jane age 45, b. VA
(See census for children's names)
"John Ferrell, son of John & Nancy (JACKSON); born May 1806, probably Logan (Mingo) County, West Virginia, though possibly Washington (Russell) County, Virginia. Married 18 Jun 1826, Jane TAYLOR (d/o John W. & Mary (VARNEY). #368, 1850 and M-115 (age 73), 1880 Logan County census. Possibly father of some (or all) of Elizabeth VANCE's children. John was a Baptist minister for 47 years." - Fred C. Thomson, Jr., 1989
HISTORY OF LOGAN COUNTY, VIRGINIA", by Henry Clay Ragland, 1896, rewritten by George T. Swain, 1927
"There was another daughter, Bettie, who was never married, but who had two children of whom John (Ferrell) was the reputed Father. These were Mrs. Ephraim (Nancy Vance) Hatfield and the late James Vance."
HISTORY OF LOGAN-MINGO COUNTY, by Nancy Smith
"Jim Vance, a brother of Aunt Nancy Hatfield, was the last man to die in the feud."
My mother, Henrietta (FERRELL) Lyons Miller, b. 1918 in Pike County, KY was told many times by her father, Allen Ferrell, b. 1889 in Mingo Co., WV that Devil Anse Hatfield was her uncle. The parents of my grandfather Allen Ferrell were Evans and Jane VANCE Ferrell. Mother said her family's relationship with Anderson and Nancy Hatfield was never disputed by those people who knew my grandfather. Mother remembered she and her dad visiting Devil Anse and he asked her to sit on his knee. She was three years old at the time and her recollection of the visit was being in awe of his long beard! Of course this doesn't prove anything that can be set in stone. My mother's birth was never recorded but I know she was born.
As far as Elizabeth Vance, mother of James, she is also reported by many as being the unwed daughter of Abner and Susannah (Howard) Vance. Again, there is speculation of this fact. However no other Vance information has come to light that would place her with another family.
I am leaving my mind open and perhaps someday some documentation will come to light to satisfy all those who have an interest in learning the truth of the matter. It is well-known that Jim Vance killed Frank Phillips and I have regrets over this matter, but cannot change the facts.
That is my 2-cents worth. Would love to hear what others have to say.