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.
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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.