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Hegesippus on James may possibly be paralleled in Philostratus Life of Apollonius book one.
Interesting parallels, though it's worth mentioning that Philostratus lived after Hegesippus.
I would suppose that these kinds of ascetic practices were fairly universal rather than there being any direct connection between what Philostratus says about Apollonius and what Hegesippus says about James.
You know in spite of all you gained, you still have to stand out in the pouring rain.