2 questions (spoilers)
Why didn't James vanish after all of the candles went out?
If the "darkness" was the people who vanished, then how did the darkness start in the first place? It's like the old chicken or the egg question.
1. Not all candles went out. If you noticed just before he wakes up, the last candle goes out.
2. The darkness was not the people who vanished. As far as I know at least. However, if you want to go with that idea, you could say that the darkness started with the people who were already dead over the existence of the humans on Earth.