Ok I found a shuttle and bobbin on the internet. Here is the web site
http://pages.sewing-machine-manuals....922586307.html - they have one for $45! Geeze, I only paid $25 for this machine! Anyway, I sent them an e-mail to find out if their shuttle actually says "davis" on it.
Going by the size of their shuttle, mine is the same size? I wonder if there is something different about the actual Davis shuttle? The picture looks exactly like the two I have and measure the same?
Nancy