You might need to request James' death certificate from the GRO:
https://www.familysearch.org/ark:/61903/1:1:68FP-XLCGUnited Kingdom, British Armed Forces and Overseas Vital Records, 1761-2005
Name: James David MacGregor
Sex: Male
Age: 66
Death Date: 1976
Death Place: Cape Town, Cape Province, South Africa
Death Place (Original): CAPE TOWN, SOUTH AFRICA
Birth Date: 1910
Event Type: Death
Source Collection Title: GRO Death Abroad Indices (1966 to 1994)
Line Number: 27
Page Number: 336
Source Publication Title: British nationals died overseas 1818-2005
Reference: DABR
Volume: C (Consular)
Digital Folder Number: DI0001085
No sign of Julia's death in South Africa ... Could she have left SA or remarried?