I just found an obit in the Belfast News-Letter from 13 September 1866 - the death of James W davys as follows:
"Davys - June 24 at sea on his passage home from Jamaica, Staff Surgeon James W Davys, eldest son of E.S. Davys Esq., Sligo, late of the 90th Regiment and nephew of the late surgeon John Winterscale H. M. 's Royal Scots Greys".
This finally proves the family connection as discussed above - the son of Edmond Soden davys is the Nephew of John Winterscale & so he must be the brother of his wife Mary Winterscale. It also confirms that this seafaring James Davys was the son of ES davys which I was't sure of before too.
I know its just a newspaper item & not a certificate but I think its the best we are going to get & its good enough for me!