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My Thomas Davis ancestor's daughter, Frances, married Daniel Green Saunders (1804)in Pittsylvania County,VA, and they lived in Bedford County near Smith Mountain Lake next to Pittsylvania County line. Her father, Thomas, lived first in Pitts' County as well as another Thomas Davis that had grist mills. At one time Thomas Davis signed POA to DG Saunders to collect rents, etc.. I don't know if it was her father, Thomas Davis, or brother, Thomas Davis. Others in the family lived at Moneta near Davis Mills. I don't know if this is the same family as yours but your Davis' may have come from Pitts' County.