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I know this is six years late...
Henry was born to James Collis and Sarah Whymer, Sarah died in newmarket All Saints in 1840.
James was James Brown Collis born to Henry Collis and Elizabeth Brown, he was baptised in isleham 20 Oct 1796.
Henry's father was James Collis, birth time and place unknown, he married Katherine Lane 15 Apr 1745 in Fordham, Cam and died 4 years later, Henry was put as an apprentice to a jockey in Newmarket in 1765 until he was 24. He married Grace Cook 1786 in Fordham.
James and Katherine had another son, John, who was indented to the same jockey at the same time. Their other son James is my 5x gt grandfather.

I would like to explain the Milwich/Hertfordshire link - My 2x gt grandmother was Jane Halden 1812-1852, daughter of John Halden of Brent Pelham son of John & Elizabeth Podmore. John married Kitty Halden who was the daughter of William Halden and Grizel Spilsbury. Their common grandparents were Thomas Halden  1702 - 1787 and Dorothy of Milwich.
Thomas and Dorothy had several sons one of which married Mary Floyer heiress of Brent Pelham Hall & Manor. Mary died childless, then Thomas, in his will Thomas left the estates to his father Thomas and after his decease they were to go to some of his brothers. Thomas (father) died just before his son, the will was not changed and the brothers inherited.  At least one stayed in Milwich. I have this family back to 1610.