There seem to have been many who were Bishop of Llandaff. Do you have a birth date, marriage date or death year for the one you are asking about?
My most recent Davis is Phidelia Davis, 1826-1904. She married Charles Skiff who was a blacksmith. Her father is Daniel Davis born 1800 in Vermont, then back to Zophar Davis born 1774 whose father Daniel Davis born 1750 who was from Wales.