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There is an Indian name Devi, though I doubt Davi is a form of that. It is derived from a very old Indoeuropean root cognate with Zeus, Jovis, Tiw, and Tyr. The original meaning of that root is bright/day, but it has been heavily mythologized, and today the `bright sky father' may start to capture some of the connotation.
In any case, deva derived from this is loosely translated as god, to the extent concepts can be translated across religions, and devI is a feminine version of the same word. When the spiritual entity is conceived as devI, it is usually a personification of the primeaval source of all power, the undifferentiated power to change, generate, protect, and destroy.
But, as I said, I doubt Davi is related to this.