Mae govannen! Welcome aboard!
The name Lee, in English, means something like "meadow" or "wood clearing". James means "supplanter" or "holder of the heel".
So, in Sindarin, you would take "meadow" and suffix a name ending onto it to get Lee, as in Parthon/Parthion (masculine), Parthwen/Parthiel (feminine), or Parthu/Parphen (unisex).
For James, you could have Mabron/Nabron, Mabor/Nabor (masculine), or Mabril/Nabril (feminine). These all mean "seizer, supplanter". If you want the "heel-holder" meaning, you could try: Talnabron, Talmabron, Talmabor, Talnabor, Talmabril, Talnabril, Talmancor/Talmancon, or Talmadhril.
As always, I recommend a second opinion!