Apparently the first time his name appeared on a program for the Orchestra was in 1921. He didn't arrive with the rest of them in 1919 so it seems he didn't join them until later.
There is a 30 year old James ANSLEY who arrived from New York on the ship named "New York" in 1916. His occupation is given as "Professional".
There is also a US Passport Application for a James Thomas ANSLEY dated 1916. It is digitised on Ancestry but I cannot view it.
I cannot see any birth registered for a Leonie WOOD with a mother recorded as ANSLEY.