Dear Jill
First of all, James's brothers and sisters can be found on IGI on the LDS website by the following search:
Penrose, Birth/Christening, 1667 - 1687, Cornwall, England, British Isles
Father: Roger
Exact Spelling: Off
Batch Number: P020311
A feature of this is that there are two Margarets because the first one died in infancy, which is reflected in the record.
My list of Penrose marriages from the Cornish Studies Centre leads me to my Phillimores CD which shows the marriage of James and Jane on 18th February 1709.
Then, five children are listed from batch P020311
Penrose, Birth/Christening, 1708 - 1728, Cornwall, England, British Isles
Father: James
Exact Spelling: Off
Batch Number: p020311
A feature of this is that again there is an infant death. This time there are two Marys because the first one died in infancy, which is reflected in the record.
You will be descended from James b. 28th September 1709, because the other son died in infancy on 7th November 1723.
From here it is speculative, but if it comes up to where you know ..............?
My Cd shows the next James marries Elizabeth Wallis on 5th November 1733
There are seven children listed from this search, none of which show an infant mortality.
Penrose, Birth/Christening, 1733 - 1753, Cornwall, England, British Isles
Father: James
Exact Spelling: Off
Batch Number: p020311
Four sons John, William, James, and Richard
Does this help?
All the best
Chris Penrose