I think I would start by trying to obtain James parents’ names from his marriage or death certificate. You’ll need them because otherwise it’ll be hard to tell if you have the right man.
James was evidently born c 1836. If his family was Methodist (and that is common in Fermanagh) then in 1836 it’s not certain he would have baptised in the Methodist faith. The history of Methodism in Ireland is complex but in essence it boils down to the fact some Methodists wanted to establish a separate denomination, whilst other wanted to remain part of the Church of Ireland. It was 1818 before Methodists in Ireland could theoretically baptise their children into that denomination but in practice many carried on using the Church of Ireland until the 1870s. There were breakaway sects. In the Enniskillen area, the Wesleyan Methodists conducted their own baptisms from 1823 onwards. However Primitives and other Methodists carried on using the Church of Ireland until, in many cases, the 1870s.
So you could check the Wesleyan Methodist records for James baptism. But failing that I would try Church of Ireland records. However if James came from Enniskillen, a problem you will face is that most of the Enniskillen Church of Ireland pre 1861 records were destroyed in 1922, during the Irish civil war. Some parish records do survive eg summaries of births etc. but it’s not a great picture. What does survive is held in PRONI, Belfast, along with the Methodist records.