Son of Joshua "John" Cox of New Castle, Delaware and Mary Katherine Rankin of Pennsylvania.

Born near McDowell's Mill which was located at what was known as Greencastle borough, now Franklin, then Lancaster County, Pennsylvania.

David removed to Lexington, Virginia in the company of his brother, Captain John Cox and their mother. It is believed their sister, Mary "Mollie" Cox, came with them.
Land records reflect that David later moved to Grayson County, Virginia.

The Cox family probably entered the Grayson area with the Bakers, the Hashes and the Osbornes during the 1760s.
Mary Rankin Cox, a widow, arrived with sons John, David, and possibly another son named Joshua. Her husband is believed to be John Joshua Cox who died in Lancaster County (now Franklin County, PA) in the Cumberland Valley.

Sister Mary Cox probably traveled with her husband, John Craig, and two or three small sons.

A militia unit in Montgomery County, Virginia was headed by Captain John Cox and Lieutenant David Cox was also listed. It is believed that David Cox married Margaret Ann "Peggy" McGowan after reaching Virginia. He was father to eight sons and four daughters.

The Cox families had land on New River and Bridle Creek according to the 1815 property tax list. John and David Cox were prominent leaders in what was known as the "New River Settlement". They had large landholdings, both with properties extending across the state line into North Carolina. David Cox's will, which bequeathed to his eight sons several parcels of land, money, slaves, and personal property such as books, etc. indicated substantial wealth.
------------------
DIRECTIONS:
Grayson Pkwy (US 58) turn south on Baywood Store Road (Rt 624). At the crossroads turn right again on Old Baywood Road (Rt 626) and continue until you cross Little River. At the intersection turn right on Little River Road (Rt 629) and continue 4.1 miles. The cemetery lies on the right side of the road near the top of the hill. This cemetery is near the North Carolina state line.