Indeed, rosie99. The more info already known to you, TomGad, that you can share, the more helpful it can be and can save us wasting time going down wrong tracks.
Can I check how certain you are and what source record/s you have, for your James' birth year of 1918 and middle name of Pershing?
https://ok2explore.health.ok.gov/App/BirthResults only returns 9 James Davis births that year, with the only Creek County one having been born 9th October and having middle initial W.
Your James, in the 1920 at least, was said to be 3 yrs and 6 months old, so if correct, would have been born around July 1916.
The same site above, returns 4 births in 1917, albeit with none in Creek County nor with middle name starting P. And in 1917, 10 returns, but none in Creek County, nor with middle name starting P.