David, I haven't found the records or any more answers on this. As far as my Davis family goes, That is my biggest mystery, but I do not believe they will be connected to yours. As far as I know, they were in the US probably pre-Civil War. My g-g-grandfather Davis is officially and definitely in NJ in 1874 with church records, but before that I search and search and he just doesn't want to be found, and after his wife dies in 1909, he disappears again. I think I have him in some early census records near Princeton, NJ, but I can't find any records to corroborate that is him, and with a name like Davis, that's definitely needed. The rumor is he was Welsh, but I can't confirm that either.
good luck with your research.