He appears by name on the 1840 Census for St Louis, MO, Lowndes, MS, in 1850, back in DC in 1860, possibly in the area of Waco TX for both the 1870 and 1880. I am able to link him to those locations by advertisements and editorials he posted on the Aerostat or Avis Artis "Bird of Art" in those areas until 1865, and an open letter to a prominent Belgium astronomer around 1882. He was apparently appointed as solicitor to Ocmulgee Circuit in GA in 1836, somehow cross-trained into being a dentist in his latter years, worked as a clerk in the Land Office in DC in the 1850s, served with the 11th MS from 1861-1862 (and might have temporarily served with a VA cavalry unit) - discharged due to chronic rheumatism. However, I suspect that toward the end of his life in the 1880s, he had relocated to Shreveport, LA, and most likely died there.
His greatest claim to fame (at least recently) was trying to raise funds for his aerostat during the Siege of Petersburg, which was shown on the NatGeo channel a few months ago.
By chance, is Davidson/Oglesby tree related to one Hunter Davidson as a distant cousin? I certainly like to push the Davidson line back a few generations to the original colonist.