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Davey was a warlord in service to Faq. He participated in the Second Battle for Gobwin Knob. He was croaked by Marie in Book 4 Page 92 on his way to the portal room, who proceeded to steal his assault rifle. He was named by Jillian as she informed Duncan about his demise in Book 4 Page 94.
Vinny may have noted this warlord shortly after he was popped, in Book 2 Prologue 16. He wasn't sure of the name of the generic level 1 warlord, so it may refer to another warlord named Danny, but his first guess of Dave seems close enough.