According to "Arizona Place Names", by Will C. Barnes, this is a small sketch of the history of St. David, Arizona.
St. David, AZ. EL. 3850', Loc. Cochise Co. AZ. The origin of this name has not yet been ascertained. Philemon Merrill (b. New York, Nov 12, 1820) was adjutant general of the Mormon Battalion.
When his and four other Mormon families separated from the colony at Jonesville (cf. Lehi, Maricopa) in August 1877, they moved southward, first working for Tom Gardner (Gardner Canyon, Santa Cruz Co.) moving from there on Nov. 29. 1877, to found the town of St. David. During the first year at St. David the colonists built a small rock fort measuring sixty feet and forming a hollow square. The fort was three miles south of the present town. The old town was a half mile south of the present town, but the site was moved because malaria was too prevalent at the first location. The first town (cf. MacDonald) was named for Alexander F. MacDonald. a Mormon apostle, who was killed by the same mob which killed Joseph Smith in Missouri.
P.O. est July 24, 1882, Joseph McRae, p.m.
I found the following info on Ancestry.com website:
George W. McMullin married May Florence Boyson 19 Oct 1885, in St. David, Arizona. Records may be found in Cochise County Courthouse, vol. 1 page 89.
There was also mention of Willard John McMullin and Hyrum Bryson who was an apostle of the church.
If your ancestors were stone masons, I can see why they were there. I am sure they were the ones who built the fort.
According to what my father told me, many of the Mormon people who were in St David went on to Mexico to the Mormon colonies there. My father knew many of the Mormon colonists in Old Mexico.
If you should want the info on Willard John McMullin and Hyrum Bryson families, I will copy it off for you.
I hope this info helps. M