There is a James Grimes and his brother Arthur Grimes living with their uncle Jacob Brown in the 1880 census in Union MO. Also in the same year in Union, MO is Alice Davis is living with her parents JL Davis and F(anny?) J. Davis. As other census data puts James A, Alice and Roy in Union, MO - it might be some link.
I don't know if this helps or makes it more confusing.
U S Census, 1910 Union, Monroe, MO
https://familysearch.org/pal:/MM9.1.1/M2BZ-2GX
self James A Grimes M 39y MO
wife Alice Grimes F 38y MO
son Roy Grimes M 17y MO
mother in law Fannie J Davis F 66y KY
United States Census, 1880 Union, Monroe, MO
https://familysearch.org/pal:/MM9.1.1/M6XT-H88
self Jacob Brown M 46 KY
son Chas. Brown M 19 MO
son Jno. L. Brown M 17 MO
dau Ellen Brown F 15 MO
son Edward Brown M 12 MO
dau Lucy Brown F 10 MO
sister Mary Smith F 55 KY
nephew Jas. Grimes M 9 MO
nephew Arthur Grimes M 5 MO
United States Census, 1880 Union, Monroe, MO
https://familysearch.org/pal:/MM9.1.1/M6XT-JY5
self J. L. Davis M 39 MO
wife F. J. Davis F 33 KY
dau Lizzie Davis F 10 KS
dau Alice Davis F 8 MO
son Walter Davis M 6 MO
other J. W. Moor M 28 MO
World War I Draft Registration
https://familysearch.org/pal:/MM9.1.1/K3R2-42P
Roy J Grimes
Residence Paris, MO
Draft Registration June 5, 1917 Monroe County, MO
Male White Married
birth 06 Aug 1892 (near) Tulip, MO
film number: 1683428
digital folder number: 005151884
image number: 05648
U S Census, 1930 Union, Monroe, MO
https://familysearch.org/pal:/MM9.1.1/XHNQ-B9S
head James A Grimes M 59 MO abt 1870
wife Alice A Grimes F 58 MO
son Roy J Grimes M 37 MO Widowed
granddau Fleta Grimes F 11 MO
granddau Lula Pearl Grimes F 9 MO
grandson J Frank Grimes M 6 MO
