Davy Jones

"the spirit of the sea," 1751, first mentioned in Smollett's "The Adventures of Peregrin Pickle" as ("according to the mythology of sailors") an ominous and terrifying fiend who "presides over all the evil spirits of the deep, and is often seen in various shapes, perching among the rigging on the eve of hurricanes, shipwrecks and other disasters." The second element in the name might be from biblical Jonah, regarded as unlucky by sailors.

Davy Jones's Locker "bottom of the sea," is by 1803 (Davy's locker in the same sense is by 1788), from nautical slang, of unknown origin.