I don't think James May was allowed to leave the studio until Series 6?
That's when it REALLY started getting good
Series 10 is when it becomes the "Show of the forever (SOTF)"
Series 4 episode 1 he does the undercover Rover review. They also do the DB9 vs train race in that same episode.
I'm pretty sure both took place outside of the studio.
Also in series 2 there's some cabriolet stuff with Richard and James on the road together and he's out of the studio for the caravan land speed record segment.
James also does a Triumph TR6 segment in series 2. Outside the studio in the rain. He also does a Perodua Kelisa review that year, oh and an old Bentley segment both outside the studio as well.
EDIT - Don't forget the GM Hywire segment - series 2 episode 9.
EDIT - Series 3 is also loaded with James segments out of the studio. BMW 5 series segment episode 1, BMW M series cars episode 2, Isle of Mann Boxter/S2000/Z4 segment episode 2, and on and on from there. He has a dog in the woods in episode 3.
Continuing on in series 3, James drives the Countach in episode 3.
In episode 4 he reviews a Fiat Panda.
Episode 6 - Aston Martin Vantage segment
Episode 6 - Hilux in the collapsed building
Episode 7 - Best British car segment.
Episode 8 - Aston Martin Lagonda
Episode 9 - Jaguar XJ6
and so on.
So I've skimmed through all of series 2 and 3, plus the first episode of 4, and so far he's out of the studio quite a bit. I suspect this trend will continue through the rest of series 4 and 5.