There are problems with "James the brother of the Lord". First, Paul called other followers of Jesus "brothers of the Lord". Second, Paul quotes James on zero occasions, so if there was information there it was never transferred. Third is Galatians 1:12, Paul's claim that everything he tells you about Jesus comes out of his own head.
And Josephus wasn't born till some years after the traditional date of Jesus' death, so what he was reporting was the belief of his sources and informants. As it stands, we have no first-hand evidence of Jesus anywhere.
It doesn't matter that Paul does not quote James. He didn't quote everyone he knew of and came across. Doesn't mean they weren't there. Paul had a vision that stopped him from persecuting the Christians, and there is no reason for me to believe that the Paul'ls account of the vision was not true. There are theories and there are theories. Everything Paul wrote tells me he was telling the truth, as it happened. Now let me ask you a question since you speak of first-hand experiences as if that's the closing matter on these things. Do you have first-hand information about evolution in reference to existence? The more I read, the more I see there are many things I never knew about, not well publicized, but they're there. Interestingly, not all civilizations in the world have been documented. Historians just don't know what happened. (Stonehenge, for example. That's a famous one.) It makes sense to me that Paul travelled to spread the good news about Jesus, it was that important to him. It's well documented in the scriptures. I don't ask you to believe it.
I believe it as written. I also think that each one that hears about it will have to decide what he puts faith in.
There are historical references to Jesus' existence, also the persecution of the early Christians. The Jews exist, and did exist. Many people would argue that the account in the wilderness is pure fiction. Yet the account itself has existed for a long, long time. And it is well documented in its own self, names and places. If you don't believe it, that's you. I have no reason to not believe it.