Hello Mary,
Sorry it has taken me so long to reply but I was traveling.
My Daun's come from Elgin Scotland. They were mostly Doctors and Ministers and go back to 1749. My direct line has Daun's in Jamaica and India until the early 1900's. Although my grandfather mentioned Dundee I have not been able to find any ancestors there.
I do hope you have success with your search.
Best Regards,