David Pannill's wife was named Bethenia Letcher. In Maud Carter Clement, "The History of Pittsylvania County, Virginia," 1929, p. 219, footnote 19, is found the following comment:
"David Pannill named in his will brothers Samuel, Morton, George and John, deceased; sisters Polly, Nancy, Fanny, Sarah B. M. Pannill and Sarah Davis, who were the children of William Pannill of Orange and his wife Anne Morton, daughter of Jeremiah Morton."
If I am reading that correctly, David Pannill's parents were William and Anne Morton Pannill.
The above-referenced book has much information about the Pannill family. For example, there is an extensive footnote involving Bethenia Letcher on p. 251.