Thank you, Frank
The information I have on James's time with the Welsh Horse comes solely from the unit's War Diary held in Kew. I haven't looked at WO364 but from just now reviewing its contents on-line, it seems to be just the records of 70 individuals. I suspect I am doing something wrong!
I have also checked the Glamorgan Archives in Cardiff, but there is little on the Welsh Horse there apart from some photos of the unit, enabling me to say that I have seen my grandfather though sadly not knowing which of the several hundred he was (there are no family photos around)!