This map and the text with it will help answer some of your questions:
http://www.oregonlive.com/cgi-bin/prxy/accessor/nph-repository-cache.cgi/base/pdf_captions/1166505904155620.pdf
Kelly was found in the first cave in which all 3 spent the first night. From all indications, only the other two went on from there and constructed the second cave, which some consider not really a cave, but more like a hasty shelter to get out of the weather while they worked or rested. It was in the second cave/shelter that they found the sleeping pad. My guess is that the two used it to sit on while working or else just left it behind because they didn't plan to spend any more nights sleeping on the mountain after that--just my guess.
As to the phone call from James to his family, I've read the report about it from his son and don't recall anything about him not have a bivy sack. In fact, in a note left ahead of time, the climbers said they DID have bivy sacks. In the phone call, James did say he was lying on his pack, but that doesn't necessarily mean he wasn't also in his bivy sack as well. A pack would provide extra insulation from the snow covered ground. Also, information relayed by James in that call may be unreliable as he was possibly seriously injured and in some parts of the call, sounded very confused.
I don't recall reading anything about James condition when he was found, other than that he was lying in a fetal position and was fully clothed.