In the fourballs, Beth Daniel and Meg Mallon, beaten on the final green by Catrin Nilsmark and Annika Sorenstam in the foursomes on Friday, took revenge with a 6 and 5 victory. That cancelled out Europe's lead, but then rookie Lora Fairclough, revelling in the most pressure she has faced in her career, had her second win with the Scot, Dale Reid, against Tammie Green and Kelly Robbins, this time by 4 and 3.
However, that was followed by Davies, the world No 1, and Alison Nicholas losing to Dottie Mochrie and Brandie Burton by 2 and 1, while behind them Donna Andrews and Betsy King beat Trish Johnson and Pam Wright 3 and 2.
The game involving Davies, who had still rated the Americans as strong favourites after Europe edged the first day's play, was not without incident.
Mochrie, the former world No 1, was guilty of bad manners at the third hole.
Davies, the current world No 1 and winner of six of her seven games since the biennial competition started four years ago, rolled in a 20- foot birdie putt on the first green to strike first blood.
The second was shared in par fours, but then Burton made a 12-foot birdie putt on the long third and when Davies missed a 10-footer to lose the hole the watching Mochrie let out an audible 'Yeah.'
Davies stared in her direction, having clearly heard the remark, and when told of it, European captain Mickey Walker said: 'I think that's terrible - if one of my team said anything like that I would speak to them about it.'
Walker also confirmed that there had been an exchange between Mochrie and Davies on the first day. Davies went to congratulate the American on her win, but Mochrie did not take up the offer of a handshake and gave a curt reply: 'Sure.'
Burton almost holed her tee shot at the short seventh, then took further birdies on the 11th, 12th and 14th to put herself and Mochrie in control.
Just as important was the nine-foot putt she sank for a half at the 16th, while Nicholas failed with a 15-foot attempt to keep the match alive on the next.
Davies had been delighted with her side's performance on the first day.
'Foursomes is probably the best format for us and it's important we get a good result in the fourballs tomorrow,' she said. 'If we are still one point ahead going into the singles then it's game on. I think the odds before the start (America 4-1 on favourites and Europe 100-30) should still be pretty much the same.
'Ally's shot at the first was unbelievable. I didn't even have my putter out, but I told her that if she did get it on the green I would hole it.
Then at the end I gave her two chances and she took them.'
Nicholas added: 'It's a good job I'm only 2ft tall (she is actually just under 5ft). Anybody taller would not have had a chance to play the shot I did.'