I looked at your family tree online so that I would have some dates and info to work with.
I have tried to locate/identify either James Mitchell or Margaret Edwards in the 1940 census. I also have not been able to locate Margaret or her parents in the 1930 census.
Here are some suggestions:
Get the obituary/death notice for James Mitchell. It was published in both the Kentucky Enquirer and the Kentucky Post on July 31, 1996.
Get the death certificate for James Mitchell. KY Death certificates are $6 should have his parents listed. DO NOT order through VitalChek/Ancestry. Order from here:http://chfs.ky.gov/dph/vital/deathcert.htm
James was in the Army from 1936 to 1941. So he may have been enumerated in another state, but I have not been able to find him in 1940. His obit may list where he served.
Get the birth certificate for Patricia Ann Hall if you do not already have it. Her father's birth place may be listed. I checked both KY births and WV births, but did not find James Mitchell in 1916.
If all else fails, you may need to send for James's Application for a Social Security Number. He would have filled this out himself in about 1937. It will have his parents' names on it. However, I think it takes months to get it and costs about $27, so try the other cheaper and quicker suggestions first.
Good luck with your search.