Soon he again started a business of his own, in Walworth, and married Sarah Lane, a widow with four children, possibly at St Martin in the Fields in 1816. The marriage produced two sons (whose names vary in the references), and the family lived on Elliott's Row near the Old Lord's Cricket Ground (just east of Marylebone Station). According to Peter Fryer the strong, dark-eyed, dark-haired man was popular in the area, and entertained his neighbours in his home. He joined the Marylebone Union Reading Society, a Radical group formed in the aftermath of the infamous Peterloo Massacre of 1819 when 11 unarmed working-class demonstartors were shot and another 500 were injured. The group sometimes met in Davidson's house. His apparent relative prosperity at this time is belied by reports that earlier in 1819 he had had to pawn his cabinet-making tools and other things, had had no work for nearly 5 months and had been reduced to begging on the street.
It was at this juncture that he became involved, to whatever extent, with the group which were the supposed instigators of the 'Cato Street Conspiracy'.