Thanks suzard, that has really helped. I now know William Davies' parents are James Davies and Maria Williams, I've also found their marriage record in the BMD index (1838 in Holywell).
I've also got some leads on potential parents for James and Maria from baptism records, I should be able to confirm this when I see the marriage details.
As for Harriet, I'm on a short list of potential birth records. As I've seen no mention of a middle name, I'm really between 2 and I'm fairly sure my Harriet Davies was born in 1864, so I'll probably take a chance on the correct birth cert, I really need a certificate or baptism record for her to find out her mothers name.
I pursued the grandparents you've mentioned a few weeks back, but I gave up as I'm not certain that is the correct family at the moment. I really need a birth record and the a look at the marriage record for Harriets parents to confirm.