I believe that James A. was his younger brother.
After Quantrill's death in Kentucky, most of the men who rode with him(about 65 men), surrendered in Smiley (Samuel's Depot/Wakefield), Kentucky. This included Frank James. At Pocahontas, Arkansas, Quantrill and his men split. Quantrill, Frank James and several others went to Kentucky. Jesse James, George Shepherd and several others went to Texas. Sources: Carl Breihan, "Quantrill and his Civil War Guerrillas," (list) 173; James A. Browning, "Confederate Guerrillas and Those Who Rode With the James Boys," (list) 25; Richard S. Brownlee, "Gray Ghosts of the Confederacy," (list) 260; Joann Eakin & Donald Hale, "Branded as Rebels," 442, 443; John N. Edwards, "Noted Guerrillas," 99, 203, 286, 323; 1860 Missouri Census.
I hope this helps you.
Rose Mary Lankford