Robert (and Harry),
I have researched the ancestry of a cousin of mine in Scotland, and found that his mother was descended from John Winterscale, who died in 1858 in Edinburgh, aged 68. He had been a surgeon with the Highland Light Infantry (and present at Waterloo) and later with the Royal Scots Greys. His death certificate gives his father as James Winterscale, London proprietor, and his mother as Elizabeth Winterscale (maiden name Davis). His will, originally dated 1850, provides for legacies to his mother Mrs Elizabeth Winterscale "of Sligo" and to his sisters Miss Eliza Winterscale and Mrs Mary Davis, "both of Sligo".
I could not help note the mention of Sligo somewhere in this thread about John Winterscale Davys. This suggests strongly that the Winterscale family - a very unusual surname it would seem - came from Sligo. I wonder also if your Davys is a variant of the name Davis appearing in the death certificate/will of my John Winterscale?