I have just started researching the Montgomery/Otsego/Herkimer Co Davy/Davey/Davie folks. My Davy's were not the royalists, as far as I can tell. They stayed put in New York and were mostly poor. More than one migrated to Oswego County.
I have two Davy lines that I know of. Either or both may go back to Adam. One stops with Jefferson Davy, born in Otsego about 1805. He married Martha Hale from Herkimer Co. Can't find a death record, can't make the leap to identifying his parents.
The other goes back to Henry Davy, born 1791 in Otsego. He married Elizabeth Houk from Otsego. Elizabeth was daughter of Frederick Houk, who is living NEXT TO ADAM DAVEY ON THE 1800 CENSUS. On this basis, I think it's highly likely that Henry was kin to Adam, possibly his son, but I don't have any evidence to suggest the nature of the relationship.
Found the Cooperstown guardianship record that says Adam Davy had a daughter Catherine who was 16 on June 20 1812, and her guardian was Reuben Brown.
Would love to discuss these folks with anyone, either on this board or privately.