Sure, "this link says" that, but there's a lot of things one can find websites say online that are totally false. Is this a credible source? The about page identifies the author as "an independent researcher" which is often just a way of saying "without any credentials whatsoever". Now, there's plenty of good information online by amateur researchers, but it does mean one should be more on their guard. So what else can be determined about the source? The website is attempting to advertise the author's book that they published, and looking at the description of the first volume on Amazon, here's the first paragraph of the book description:
The hidden plotters of the events unfolding in the world today are deliberately attempting fulfill the prophecies of the Book of Revelation, to bring about the rule of their expected messiah and the construction of the Third Temple in Jerusalem. Although ostensibly a Christian book, these schemers follow a Gnostic tradition, which interprets the Bible in reverse, where the God the creator is evil, and Lucifer is the liberator. They also understand that the book is representative of the teachings of the Kabbalah, an occult tradition that began in Babylon in the sixth century BC. Known to the ancient world as the Chaldean Magi, the first Kabbalists spread to other parts of the world, most importantly Greece, where they founded philosophy, and Egypt, to produce Hermeticism.
And let's look at the final paragraph of the book's introduction (which is available in a preview):
The truth is, as revealed by Lynn Picknett and Clive Prince, in The Sion Revelation: The Truth About the Guardians of Christ’s Sacred Bloodline, the formulators of the Priory of Sion mythos belonged to right-wing secret societies linked to the occult traditions of Martinism and synarchism, which claim to represent the political system adopted by the inhabitants of a lost city in the hollow earth called Agartha, which is linked to the Shambhala of the Thesophists sought by the Nazis. Their goal is to create a United Europe, to be governed by the Grand Monarch foretold by Nostradamus, a prophecy linked to the Katechon, the Third Rome, or the Empire of the End Times, and the Three Secrets of Fatima. As shown by Guy Patton in Masters of Deception, the chief inspiration behind this mythos was a right-wing occultist named Raymond Abellio, a key member of the French Nouvelle Droite, a friend of Le Cercle founder and Bilderberger Antoine Pinay, and mentor to Jean Parvulesco, whose protegee is Alexander Dugin, known as Putin’s Rasputin, the leading exponent of synarchism in our time, and the architect of Russia’s recent strategy to employ a legion of hackers to propel fake news in support of the Southern Strategy that put Donald Trump in office.
This doesn't seem like a trustworthy or scholarly source to me.
But even if we were to consider this specific page reliable in spite of that, it doesn't seem to be saying that Mithraism had anything to do with Gnosticism (as in, the heretical Christian movement). Rather, its claim seems to be that Mithraism is basically the Gnostic "version" of Zoroastrianism; that is, saying that Mithraism is to Zoroastrianism what Gnosticism was to Christianity.
The claim that the Infancy Gospel of James is in any way Gnostic really hasn't been backed up at all by any of the sources cited. The best that's been done is one source claims (without evidence, citation, or even explanation) that a specific part of it has "Mithraic overtones", and then a separate (and dubious) source says Mithraism was Zoroastrian Gnosticism, which even if true (again, dubious source) seems to not be drawing a connection between Mithraism and Gnosticism but rather saying it's the Zoroastrian equivalent of Gnosticism.