E. Cobham Brewer 18101897. Dictionary of Phrase and Fable. 1898.
Davy Joness Locker.
Hes gone to Davy Joness locker, i.e. he is dead. Jones is a corruption of Jonah, the prophet, who was thrown into the sea. Locker, in seamans phrase, means any receptacle for private stores; and duffy is a ghost or spirit among the West Indian negroes. So the whole phrase is, He is gone to the place of safe keeping, where duffy Jonah was sent to.
This same Davy Jones, according to the mythology of sailors, is the flend that presides over all the evil spirits of the deep, and is seen in various shapes . warning the devoted wretch of death and woe.Smollett: Peregrine Pickle, xiii.