That's a real find! Well done. It seeems as you say to pin down the link between the Davys and Winterscale families pretty conclusively. The more so when you add in another expensive transcript I bought from the IFHF - namely the St Johns Union marriage of Edmond Davys and Mary Winterscale on 13th May 1823, both of Sligo and both Church of Ireland. There is a note added "Husband's name: Edmond Soden" and the witnesses were James Winterscale (probably her father) and B. Fayne. Have you come across the name Fayne anywhere?
It really seems as though we are beginning to piece things together now. Would you like to contact me offline at firstname.lastname@example.org
to swop notes further? Unless, of course, anyone else wants to join in?