Where do you find Davy Jone's Locker?

For several centuries men and ships lost at sea have been said to go to Davy Jones' Locker. Davy Jones is the spirit of the sea - the sailors' devil - and his locker is the ocean. A character in Sir Launcelot Greaves, a novel by Tobias George Smollett (1721-71) observes:

"I have seen Davy Jones in the shape of a blue flame, d'ye see, hopping to and from on the spirit-sail yardarm".

In 1803, the Naval Chronicles stated:

"The ... seaman would have met a watery grave."

or to use a seaman's phrase:

"...gone to Davy Jones' locker."

In Chamier's Saucy Arethusa, written in 1837 we find:

"The boat was capsized.... and... all hands are snug enough in Davy Jones' Locker."

There have been many explanations as to how Davy Jones came to stand for the sailors' devil. One is that the name Jones evolved from Jonah, the Old Testament prophet, who ended up in the belly of a whale. If that is so, why Davy? For Davy seems to be an essential part of the title as David Jones, Old Davy and simply Davy.

Another suggestion is that as Jonah became the Welsh name Jones, a popular Welsh Christian name was added.