Since you know when and where Albert & Mary died, you can obtain copies of their death certificates from the Health Dept in Oklahoma City, OK. They should show the names and birth locations of their respective set of parents.
Combined info from CA Dth Idx and SSDI:
Oscar B. Thornhill, b 6 Feb 1891 TX; d 9 Sep 1974 Stanislaus Co, CA; last residence Modesto, Stanislaus Co, CA; SS card issued in OK.
Jesse James Thornhill, b 15 Apr 1901 TX; d 21 Jan 1981 Sacramento Co, CA; last residence and benefit Citrus Heights, Sacramento Co, CA; mother's maiden name Hughes; Long time or retired railroad worker.