In a word, "No."Not that many of us haven't been looking for the past 30 years or more.I assume that you're talking about the Davis Bagby who was in Halifax County, NC by about 1765, served as an officer in the Revolution, and except for his war service seems to have spent the rest of his life in Halifax.
For my own part, I believe that he was perhaps born as early as the 1740-1745 period.From all appearances, John (born in 1757) and William Bagby (c. 1759) were his half brothers.John, in his application for a Rev. War pension, said that he was born in Hanover County, Virginia, so presumably this was the Bagby family home prior to the move to North Carolina.Unfortunately, the loss of most of Hanover's records in the conflagration of the General Court in 1865 has deprived us of any courthouse clues as to the identity of these men's father.
Like them, an Isaac Bagby also served from Halifax, but unlike them, he did not survive the war.His "heirs" received a grant of bounty land.A family tradition holds that Isaac was the father of William (and therefore John).However, if so, Isaac would have been a rather superannuated soldier, one who strangely left no trace in the county records of Halifax.
The first Bagby deed record in Halifax is for a Robert Bagby, a carpenter.If I had to guess, I would imagine that there's as good a chance that he was the father of William and John (and presumably Davis as well) as anyone.However, he fades from the pages of Halifax history almost as soon as he arrived, so there's no estate proceeding to confirm that.On the contrary, there's no indication that he had the financial resources that seem to characterize Davis Bagby from the outset of his time in Halifax.Davis' substantial real estate holdings would be more typical of an oldest son of a significant land owner.As noted above, the destruction of the Hanover (and King & Queen and New Kent etc.) land records has deprived us of any opportunity to determine whether he financed the purchase of his North Carolina real estate with the sale of inherited property in tidewater Virginia.
As to the "Bagby immigrant," there were at least three of them.The question as to which of these (if indeed it was only one) is the progenitor of the main Bagby tribe (by which I mean those who multiplied in King & Queen County during the period of our ignorance (roughly 1675-1775), is far from settled....The given name of the 1635 immigrant - John -- is no help.Descendants continue to argue whether he came from Scotland (where the name "Begbie" is not uncommon), Yorkshire (site of the village of "Bagby") or some other part of the Scepter'd Isle.Therefore, his parents' identity is shrouded even more firmly in mystery.