Hi Sheila, welcome to the forum!
I'm afraid Netherton Colliery is long gone, but I can point out the 'mission' where your father was baptised. It was still active during my early childhood but later became a garage/workshop for a small haulage business. It was located next door to the school and labelled 'Mission Room' on this 1921 map.
It can also be seen in this aerial view (though now in use as a haulage yard). It's the light coloured building at right angles to the houses with the school on its left.