Seems to be the David Mazy whose baptism was recorded in 1809 in Llanblethian, Glamorgan, Wales with parents Jonathan and Mary[1] Cowbridge and Ystradowen are listed as David's birthplaces and all three villages are within a few miles of each other in the same valley, and this seems to be the only Mazey family in the Cowbridge area.
Sources
Timeline
1809 bapt. July 6th Llanblethian PR son of Jonathan and Mary Mazy
1841, UK Census: David Maysey, 30; Fireman; Penvay, Upper Hamlet of New Castle, Bridgend, Glamorgan.
1851, UK Census: David Mazey, 44; Iron Founder; Llwydarth, Cwmdu, Llangynwyd, Maesteg, Glamorgan.
1861, UK Census: David Mazey, 50; Iron Founder; Morgan St., Cwmdare, Aberdare, Glamorgan.
1871, UK Census: David Masey, 59; Founder; Gadlys St., Aberdare, Merthyr Tydfil, Glamorgan.
1872, Marriage: Mary Hopkin BMD reg at Bedwellty, Monmouthshire
1881, UK Census: David Masey, 71; Watch Man of Colliery; High Dyff House, Aberdare, Glamorgan.
1887: Death, BMD reg.
Census Records
1841 Upper Hamlet of Newcastle, Glamorgan, Wales
Place: Penyvay (Pen-Y-Fai)
Piece 1422, Book 23, Folio 7, Page 7
David Massey 30 occupation: Fireman born in Glamorgan: Yes
Margart Massey 30 born in Glamorgan: No
Ann Massey 6 born in Glamorgan: Yes
Mary Massey 3 born in Glamorgan: Yes
David Massey 4 months born in Glamorgan: Yes
Ann Davies 70 born in Glamorgan: Yes
1851 Cwmdu Llangynwyd, Glamorganshire, Wales
David Mazey Head M 44 Cowbridge, Glamorganshire occ: Iron Founder
Margaret Mazey Wife F 43 Brecon, Brecknockshire
Ann Mazey Daughter F 15 Dowlais, Glamorganshire occ: Miner Filler
Mary Mazey Daughter F 13 Nantyglo, Monmouthshire
David Mazey Son M 9 Newcastle High, Glamorganshire
Margaret Mazey Daughter F 6 Comdean, Glamorganshire
Elizabeth Mazey Daughter F 3 Comdean, Glamorganshire
1861 Census Cwmdare, Wales
Mazey, David b c1811 Cowbridge, Glamorgan Husband occ: Iron Founder
Mazey, Margaret b c1810 Penderyn, Breconshire
Mazey, Margaret b c1845 Maesteg, Glamorgan
Mazey, Elizabeth b c1848 Maesteg, Glamorgan
Enkin, Henry b c1842 Clydach, Glamorgan occ: Iron Puddler relationship: LG Unmarried
Edwards, Mary b c1821 Merthyr Tydfil, Glamorgan occ: Labouring in Works relationship: LG Widowed
1871 Cwmdare, Aberdare, Wales census
David Masey Head M 59 Ystradau, Glamorganshire occ: Founder
Margaret Masey Wife F 63 Brecknockshire
William Griffiths Lodger M 31 Carmarthenshire
Mary Tibbits Servant F 23 Carmarthenshire
William Morris Son-in-law M 29 Mistley, Glamorganshire occ: Colllier
note: transcription Mistley appears incorrect, no such place
Margaret Morris Daughter F 23 Aberdare, Glamorganshire
John Morris Grandson M 4 Aberdare, Glamorganshire
↑ "Wales, Glamorgan Parish Registers, 1558-1900," database, FamilySearch (https://familysearch.org/ark:/61903/1:1:VFZN-G5H : 5 December 2014), David Mazy, 1809; Baptism, citing Llanblethian, Glamorgan, Wales, Glamorgan Family History Society, Cardiff.
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DNA Connections
It may be possible to confirm family relationships with David by comparing test results with other carriers of his Y-chromosome or his mother's mitochondrial DNA.
However, there are no known yDNA or mtDNA test-takers in his direct paternal or maternal line.
It is likely that these autosomal DNA test-takers will share some percentage of DNA with David: