De Golyer would have been Capt. Samuel De Golyer, commanding officer of Battery H, 1st Michigan Light Artillery. De Golyer was later killed in action at Vicksburg. Prior to that, his unit operated in the Bootheel in the spring of 1862, before being based in Columbus, Kentucky during the summer and fall of '62. Sounds like inactivity at Columbus was boring him, so he joined in on a Bootheel patrol as a lark.
Note that while the rest of Missouri was part of the Military District of Missouri at that specific time, the Bootheel was part of the District of Columbus, so De Golyer so the area of operations of Davis and De Golyer match up. Plue, the O.R. for the region shows a fair amount of activity out of Columbus into the Bootheel during the time in question.
You might expand your research more into the Federal angle of this event, looking for histories of De Golyer's Battery, and the 1st Michigan Light Artillery, as well as Federal missions being sent out of Columbus into the Bootheel during late summer and early fall.
Also, you might look into who Lt. Catlin was. Your reference states the rifle that killed Capt. Davis had earlier been captured from Davis. Figure out who Catlin was, and you can look into reports involving his earlier activities that might shed light on who Davis was. Catlin may not be an accurate spelling of the lieutenant's name, but you might start looking for him in the various regiments based out of Columbus around that time.
What is your source material for the killing of Davis? Knowing its origin might well give us researchers of southeast Missouri additional ideas on who, where and what to look for in figuring out who Davis was.