When I'm stuck (which is quite often)
I like to research where the trail goes cold (in this case, England). Perhaps you've already researched the following, but I thought I might make some suggestions?
Reading Sarah's and James' marriage banns(?), it appears that Sarah signed her name. Perhaps her family had money, or there was some other reason that she could write her name? Most likely not, but I wonder if there were any subtle differences between English penmanship and penmanship learned in North America? Perhaps while Sarah apparently was born in Virginia, her parents returned to England shortly after her birth? Finding out if Sarah's penmanship was just typical 1700s, or possibly North American penmanship might give clues as to when she left America.
Have you followed up on the witnesses to their marriage: William and Jane Gourlay (the spelling may not be correct). Could they have been related to either James or Sarah, or were they just members of the church and signed as witnesses?
The marriage was in 1790. I would guess that she knew James for a time prior to their marriage which could indicate that she was living in England some time prior to her marriage. Or, did she meet James in America and they returned so that he could be married near his family?
Have you tried looking for White's or Pritchard's, for births, marriages and/or deaths in the London area, especially connected to St. George, Bloomsbury?
Have you tried looking for White's or Pritchard's, born c1767 (or c1737) Virginia, on English census returns to see if a sibling could be found?
So far, I haven't found anything helpful, but I'll continue to have a look around.
