Did Philip and James write any Gospels?

No, we do not know who wrote any of the New Testament gospels, because they were originally anonymous until attributed to Matthew, Mark, Luke and John later in the second century, however Philip and James were most unlikely to have been their authors.

There are non-canonical gospels attributed to Philip and James, but they were not the real authors.

No. The four Gospels were written by Matthew, Mark, Luke, and John.