Dr. Davis is featured on a 1964 recording by Eric Dolphy that has been issued as Last Recordings ( DIW 320), Unrealized Tapes (West Wind 2016), and Naima (West Wind 2048). There are two other recordings by the collective Roots on the In + Out label: Stablemates and Saying Something. Then there are his four recordings with the Paris Reunion Band.
Have any of you checked out Dr. Davis's webpage: nathandavisjazz.com? Apparently, he's the head of the Jazz Studies Program at the University of Pittsburgh. The webpage includes a full discography that lists seven leader dates other than the ones mentioned in the original post. The webpage also features some sound clips from a fairly recent release called Live Jazz at Pitt: the 25th Anniversary Concert. From the webpage: "This double CD captures some of the best musicians in the world recorded live on a most historic occasion. By calling on Grammy-nominated recording engineer Dae Bennett to capture this exciting evening on a recording, jazz fans everywhere now have the chance to hear the historic convergence of jazz greats James Moody, Grover Washington Jr., Nathan Davis, Jon Faddis, Randy Brecker, Patrice Rushen, Abraham Laboriel, and Idris Muhammad." You can order the 2cd set directly from the university bookstore for $15.95.
P.S. Here's a Japanese concert poster, also from the website: