I too have found it tough!
Re any certs for James and Ellen, the only ones I have are the death of Ellen and the second marriage of James Henry (to Hannah).
The only certs I have but have not previously mentioned are a marriage cert for Frederick John Ellis (19.12.1909) in Portsmouth at the age of 35, showing his father as James Henry Ellis, florist (master).
The last cert I have is for the death of Lily (by now, Lily Radford after a second marriage) in 1974.
I too have considered the possibility that James's father may have been away at sea, but it still doesn't explain why there is no trace of birth details for (either) James Henry Ellis or Ellen Warner, or their marriage, or their whereabouts during census time. As far as I am aware, spouses and children did not go to sea with their sailor husbands in those days, - or did they?
jonalex