There was still a chance of a late revival from combative Connacht as the game move into its closing stages, but Davies popped up to steal away for a bonus point try that made it 14 points from three games this season with a 24-11 victory.
Connacht had won four of their last five fixtures against the Scarlets in Galway and were well placed at the break as they led 8-0 thanks to a Miah Nikora penalty and a try by centre Eoin Griffin.
But the Scarlets refused to put out of their stride by either the ferocious Connacht tacklers or the strong wind and they unleashed their powerful back line in the second half.
George North grabbed his fourth try of the season, and paved the way for one of full back Jordan Williams’ two tries, while Davies’ try was the icing on the cake for new head coach Simon Easterby.
Wales outside half Rhys Priestland added one conversion and Williams another to ensure the Scarlets stayed on top, but moved two points clear of the only other unbeaten team after three rounds, Ulster.
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