You might try looking for records in Arkansas - death record, obituary, local history, etc.
In the 1900 census:
http://search.labs.familysearch.org/recordsearch/They appear to be at Dry Fork & Osage townships, Carrol Co, Ar
John R Davies, b. Sep 1845, 54, married 29 years, b. Wales, emigrated 1868, naturalised.
His wife Clara is listed as having had 9 children, only two are living.
One is with them - Susan A. Mortin, widowed at 16, and her son, John W.
Harry R. Davies is the next door over, with his wife (Della) and daughter.
It appears (from
www.familysearch.org) that the marriages of Susan (to Warren Martin) and Harry to Della may have taken place in Washington Co, AR.
Do you know Clara's maiden name or where they were originally in Pennsylvania? Finding John in the 1870 census (presumably in PA, and probably near where Clara came from), and then looking for any other Davies in the area, would be a good step to take, but I think having looked at it that there are two many John Davies from Wales in PA in 1870 of the right approximate age to do this. (Equally, middle names are often left off early shipping lists, making him hard to pinpoint).
There is also no obvious 1843-1845 birth for a John Reed Davies/Davis anywhere in Wales (or England), and there are also too many possible births for him without the middle name, so more research on the US side is needed first, I think.
