One of ten siblings, Davis is grandmother's maiden name, Nathaniel is grandfather's first name. (Frequent family naming practice.)
Sources
Family history to be supplemented by additional information as available.
"United States Census, 1850," database with images, FamilySearch (https://familysearch.org/ark:/61903/1:1:MDZ8-G4R : accessed 24 May 2016), Nathaniel Thornton in household of George Thornton, Washington, Johnson, Missouri, United States; citing family 260, NARA microfilm publication M432 (Washington, D.C.: National Archives and Records Administration, n.d.).
(probable) "Missouri Marriages, 1750-1920," database, FamilySearch (https://familysearch.org/ark:/61903/1:1:V28V-LHL : 6 December 2014), Nathaniel D. Thornton and Sarah Eleno Horbuckle, 10 Dec 1846; citing Johnson,Missouri; FHL microfilm 959,990.
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DNA Connections
It may be possible to confirm family relationships with Nathaniel by comparing test results with other carriers of his ancestors' Y-chromosome or mitochondrial DNA.
Y-chromosome DNA test-takers in his direct paternal line on WikiTree: