Only one Dave (not David) Terry found in MS:

5 Beat, Hinds County, MS
E.D. 71 Sheet 22 Page 153 Line 10
Terry, Dave b. 5/1854 MS

, Edie wife b. 10/1860
They had no children together

Other Terrys on this page include:
Terry, Ellen b. 11/1830 MS
Terry, Steve b. 10/1864 MS

Since I didn't have an age on your David and Anne Terry, I decided to see if Anne was listed by herself. I found the following:

4 Beat, Attala County, MS
E.D. 9 Sheet 1 Page 174 Line 25
Guyton, Case b. 1/1869 MS

, Arty mother b. 1/1848 MS

, Mag sister b. 5/1871
Terry, Ann sister b. 8/1872

, Lila niece b. 4/1892
Guyton, Isac brother b. 5/1878

, John nephew b. 12/1887

, Annie B. niece b. 4/1887

Arty is listed as having had 8 kids, 7 are still living in 1900.
Ann is listed as married but spouse is not listed. They have one child, Lila.