Howdy and Welcome. Davis Vertical Feeds were made over a period of almost 60 years so there are many different "VF" models which use different shuttles, bobbins, and needles. Best to post photos or even a link to the same machine.
I'd recommend joining the Yahoo Group, Davis VF where you can get a manual and good cleaning info.
https://groups.yahoo.com/neo/groups/davis_vf/info
Jon