It's good to know your starting point.
I'm wondering if this query might have a better chance if it was moved to the DNA board? (I don't actually know, so it's just a thought.)
I've read that, in some places, the designation of a person being "coloured" or "of colour" could indicate that s/he had a mixed racial heritage. Would that have been the case in Frederick's (d. 1894) documentation, I wonder?
If so, given his approximate date of birth, and the date of the marriage bond for the senior Frederick (d. 1914) and Phoebe, it might be a question of which one of them was his parent.
It seems a bit odd that he didn't list the senior Frederick and Phoebe as his parents on his naval records, if Phoebe was his mother and Frederick was his step-father (for example). Hopefully the marriage record will be informative.
I can see him listing his grandparents as his parents if that's who raised him, but if they were dead before he was born, that seems odd.
Are the ThruLines saying that you are genetically related to Frederick Danville (d. 1914) and his wife Phoebe?
Do you have obits for the senior Frederick (d. 1914) and Phoebe? If so, are their children listed?
Have you found obits for the three known children of the senior Frederick and Phoebe, in case their siblings are listed?
I'm just trying to think of other sources that might list relationships.