James Anthony along with two brothers came to America before the Revolutionary War, he settled in North Carolina and the other two settled in Virginia.
James was a rebel and fought all through the Revolutionary War for Independence. After the war married Elizabeth Corder daughter of John Corder and Gracy Braker. They were married on 7 November 1784 in the Gloucester District of Caswell County, North Carolina.

During the Indian troubles in 1791-1792 he was sent by the Government, with supplies to a station in Tennessee. It was a very hazardous expedition and he was frequently ambushed by Indians, but succeeded in executing the commission. For his service the Government gave him 960 acres of land. This land was located near Murfreesboro, Tennessee.

In 1792, James went on an expedition to Kentucky, and concluded to settle near Bean's (Bryan's) Station. This post was garrisoned by United States Dragoons, for the protection of settlers against the Indians. He then returned to North Carolina and in the fall of 1792 he placed his household effects on pack horses and with his wife and five children (Lewis being the oldest, he was 9 years of age), there was his sister Jane and her husband Joel Corder and their children and five young men in the group when they started for Bean's Station in Kentucky.

They were about fifteen miles from the station when they were attacked by about 30 Shawnee Indians and the fight was fierce and brief. Fifteen Indians were killed and every man of the expedition except Mr. McFarland were also killed. He fought until he alone was left, when he made his excape and reached the station with six bullet holes in his hunting shirt, but with only slight flesh wounds. He then piloted the dragoons to the scene of the massacre.

Elizabeth Anthony and Lewis were taken prisoners while the younger children were tomahawked and scalped by the Indians as being to young to travel. The Indian's traveled rapidly in the direction of Detroit, Michigan near which they had a large village. Here the prisoners remained until the following spring when Elizabeth Corder Anthony with the assistance of a Frenchman: was placed on board a ship bound for Edinburgh, Scotland, under the command of Captain Cartwright, (whom she subsequently married), She was never heard from again by any member of her family here in this country.

After remaining with the Indians three years, Lewis (with other prisoners) was released by treaty, and brought by two of his uncle's from the Corder family to Tennessee and put in possession of the 960 acres of land granted to his father.

From the book "The History of Daniel Boone National Forest 1770-1970" pg158:

On March 21, 1793, Thomas Ross, the first mail carrier over the postal
route established in the fall of 1792, was following the route from Holston to
Danville, Kentucky, accompanied by two other men. They were fired on at
the crossing of Little Laurel River but were not hit. After riding hard about a
quarter of a mile they ran into a large ambush. Ross was killed and the other
two wounded. Captain John Wilkinson and 13 militia men went to the scene
and found Ross's body, cut into strips and hung on bushes. They gathered the
remains and buried them by the roadside.

Five days later, on March 26, 1793,
Colonel Whitley received word of another massacre on the Boone Trace, five
miles south of the Hazel Patch. With a company of rangers he hurried to the
scene where a party consisting of nine men, two women and eight children,
led by James McFarland, had been ambushed as they were riding along the
Trace. The men had dismounted and in close formation returned the fire of
the Indians holding the attackers off for about 15 minutes. After that the
attacking Indians had moved in and killed or made prisoners of all of the
party but four. Colonel Whitley tracked the Indians to their camp, scattered
them and rescued a little girl and recovered much of the stolen goods.newspapers coverage of the massacre:

KENTUCKY GAZETTE
Vol. 6, No 29, Page 3, colume L.
April 13, 1793
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LEXINGTON, KENTUCKY
April 6, 1793
On the 26th of March, a company consisting of 9 men, 2 women & eight children, on their way to this state, were attacked about five miles from the Hazel Patch toward Laurel River, about an hour before sunset, by a party of Indians supposed to be about thirty. The nine men dismounted and defended the women and children for about fifteen minutes, during whi h time they fired four or five rounds, but being over powered and the indians closing in on all sides, the whole group were killed or taken, except four who escaped, one of which is dangerously wounded.
The names of the killed and missing are...Joel Corder and his family: James Anthony and family; Mathews Flournoy; ______Spilman and Thomas Peniston, James Jones, wounded. Robert Hill, James M. Farland and William Anthony escaped unhurt.---The above account is given by one of the men who escaped.
We are just now informed that Peniston and one of the children, that was missing has since come in.
Joel Corder was the son of John Corder Jr. and brother to Bailus
James Anthony was a son-in-law of John Corder and brother-in-law to Bailus .
=======================================
LEXINGTON, APRIL 13, 1793
We are informed that a party of men under Major Wheatly who went to the place where the company was defeated in the Wilderness on the 26th March have returned, and brought in with them the most of the horses and baggage belonging to the party defeated, also, two of the children that were missing--it is supposed some sudden alarm caused the Indians to leave the ground immediately, by means of which the children were preserved. They al so found and brought in a child that was taken by the Indians from a company they defeated about the first of March. It had straggled off from their camp whilst they were making the attack on the company of the 26th---The children had suffered very much for want of food