Carole, I think the main reason you are likely not finding a marriage for James' parents, John Ray/hay? Scott and Isabella Scott is they may very likely not have been married when James was born...
There is this entry showing on LDS (the original will be available on Scotlands People/SP to view) for a James born in Wilton, Rox, in 1869 to an Isabella Scott
https://familysearch.org/pal:/MM9.1.1/VQQH-S4HI think this is them in 1871:
John Turville 71 Wool Frame Work Knitter b. England
Wallace Turville 55 (female) showing as wife b. England
Isabella Scott 20 niece, Wool Factory Worker, b. Hawick, Roxburghshire
James Scott 1 nephew b. Wilton
Address: Victoria Road, Wilton. Roxburgshire
In 1881, there is this entry:
Thomas Oliver 34, Wool Frame Work Knitter b. Hawick
Isabella Cullins 32 General Domestic Servt, b. General Domestic Servt
Margaret Cullins 10 boarder, b. Wilton, Roxburgh Sh
Joan Johnstone 7 boarder b. Hawick, Roxburgh Sh
James Scott 11 boarder b. Wilton
Address: 5 Tannage Close, Hawick
I thought Isabella above might be James' mother with more children under a different surname, but don't think so as the birth of Margaret seems to show here under Cullens as above really
https://familysearch.org/pal:/MM9.1.1/FQ8B-CN5