The next year, Davis decided to head west to Chicago, Illinois, opening a successful firm there.

On a mission around Bunker Hill, West Virginia, Davis successfully repelled a Confederate attack.

The Confederates counterattacked the next morning, but Davis sent a band of forty troops out near Darkesville, West Virginia.

Under Davis' command, they routed the opposing troops, killing 25, including the great-grandson of Charles Carroll of Carrollton, and taking 50 prisoners.

[1] In October 1862, the unit's colonel Arno Voss left for the recruiting serving, putting Davis in charge of the regiment until the next February.

The unit saw action at the Battle of Harpers Ferry, escaping the surrounded fortification and taking a band of prisoners in the process.

As part of Stoneman's 1863 Raid during the Battle of Chancellorsville, Davis was ordered to take a brigade to disrupt the Richmond, Fredericksburg & Potomac and Virginia Central Railroads.