I don't know for certain the death location of Roxanna Rehberg (presumably that is her name as it appears on her grave stone... because it is how her name is given in the Grady County Georgia Tomb Index), but I presume that she died in Grady County, Georgia. She is buried in Grady County, at the Tired Creek Primitive Baptist Church, south of Cairo on Georgia Hwy 111 (NOT to be confused with Tired Creek Methodist Church which is north of Cairo and is the home of a separate and so far as I know completely unrelated Davis family). Mr. St. Elmo Lee in his book on _The Rehberg Family_ identified her as Roxye Ann Thursby Rehberg (p. 51). I have also seen her name as Rachel Roxi Ann Thursby. And you apparently have her as Roxanne. I suspect that there are other variants. She was the second wife of Charles A. Rehberg. They were married on 5 February 1880 and Mr. Lee identified their children as Frederick Monroe Rehberg, Richard Oscar Rehberg, and Rosa Rocreta Lula Louisa Rehberg.
Frederick Monroe Rehberg was born 15 January 1881 and died 4 February 1882.
Instead of trying to retype it all here, let me say that the rest of the information about the other two children and their descendants is on pages 51-55 of Mr. Lee's book.
If you are interested in Charles A. Rehberg's first wife Permelia Jane Holton and their many descendants, see pages 2-51 of Mr. Lee's book.
Charles A. Rehberg was born in the Kingdom of Hannover, and emigrated to Decatur County, Georgia, with his parents George Frederick Rehberg (born in Hannover 26 December 1806) and Sophia Elizabeth Howse (born in the Electorate of Hessen-Cassel on 16 January 1807), arriving through the port of St. Marks, Florida, circa 1834-1840. The area where they settled (between Pine Level Baptist Church and the Gainey Crossing) has been in Grady County, Georgia, since that county came into existence on 1 January 1906. Information about the Confederate military service of their sons, including Charles A. Rehberg, can be found at http://pone.com/ts/rw0x.htm
The name John William Davis, Jr., is in the ballpark, but not exactly right...
The full name of the John Davis in question was not John William Davis and he was not a Jr. His full name was John Wilmot Davis, and I have heard of him being referred to as "Little" John Wilmot Davis to distinguish him from his uncle (my great grandfather) John Wilmot Davis. His father was Joseph Jefferson Davis. Joseph Jefferson Davis was a brother of my great grandfather John Wilmot Davis, and they were both among the sons of Jonas B. Davis. Some information about the Confederate military service of some of their older brothers can seen at http://pone.com/ts/rw0x.htm
The Rehbergs and Davises in this line are VERY intermarried. The Annie Belle Davis who married Richard Oscar Rehberg was a daughter of my great grandfather, John Wilmot Davis and his wife Carrie Elizabeth Shirey, who was nominally a daughter of Jacob Littleton Shirey and Amanda Rehberg... a daughter of George Frederick and Sophia Elizabeth Howse Rehberg (and sister of Charles A. Rehberg); but I believe that she was actually an "adopted" daughter of Amanda (and Charles's) sister Elizabeth Rehberg, who apparently never married but had a number of children known by various last names. Note: I said that "I believe". I cannot prove this and so far as I can tell there is no way to prove or disprove it, just some circumstantial evidence that can be said to lead in that direction.
As you have already mentioned, the other John Wilmot Davis, my great grandfather's nephew, married Charles A. Rehberg and Roxanne Thursby's daughter, Rosa Rocreta Lula Louisa Rehberg. So... I am simultaneously Rosa Rocreta Lula Louisa Rehberg's 1st cousin once removed, 1st cousin three times removed, and second cousin twice removed... plus I am a 1st cousin twice removed of her husband, "Little" John Wilmot Davis. I could never figure all of that out... my computer did it.
I am trying to get Mr. Lee's entire book into my Family Tree Maker database, but am far from that... though I do have a number of updates on his information in it. I am sending a copy of this to Eris Olene Rehberg McManus's daughter, Carolyn Teague. If you desire any further information on the Davises, I suggest that you contact Mr. Ed Davis: firstname.lastname@example.org