Very interesting couple of articles about notorious bush-rangers Brady and McCabe (who sheep-stealer and servant Robert Cable was involved with):
Hobart Town Gazette - 8 July 1825
Colonial Times and Tasmanian Advertiser - 6 January 1826
After reading "Mrs. Davis" I got a little excited and thought maybe this is a connection with our John and Mary? More research led me to this interesting page
http://www.femaleconvicts.org.au/docs/convicts/HarriotDavis.pdf which says Mrs. Davis is Harriot Davis (nee. Neat/Neal) who married a William Davis.
William Davis was a "former convict who had been tried in 1807 and transported to Port Jackson, New South Wales aboard the Admiral Gambier. He was subsequently sent to VDL per Union and arrived on 1 January 1810.
William Davis & John Davis, (brothers),Ralph Churton, and Joseph Martin werearraigned at the bar, on a charge of stealing,on the 26th of February last, 106 sheep, the property of John Cassidy, a settler at the Old Beach."
So William had a brother John Davis who was involved in sheep stealing! Hmmm! Same John Davis or not?!
I'm still not convinced this is our John Davis, it could be a coincidence that two John Davis were in the state who were both stealing sheep. There were over 100 sheep stealers which were caught in the 1820s in VDL.
While William Davis was sentenced to death for his crime, his brother John was not:
Hobart Town Gazette - 8 March 1823
It goes on to list the sentence of death for a group of men including Eldridge, Woodward and William Davis. However, John Davis was sentenced to be "transported to such part of the Territory as His Excellency the Governor in Chief may direct: for LIFE John Davis and Samuel Lancaster, for sheep stealing".
http://trove.nla.gov.au/ndp/del/article/1089862?searchTerm=sheep stealing davis&searchLimits=l-state=Tasmania|||dateTo=1823-12-31|||dateFrom=1823-01-01|||sortby=dateAsc