There was a David Nichols living in Middlebury, VT in 1830.
Also in Middlebury, buried in Hammond Cemetery, is an Isaac Nichols and a Jonathan Nichols. (Transcript is on line).

There is a piece on David Nichols posted by Middlebury College that is on line. Doesn't give a lot on where he came from.

No idea if Isaac and Jonathan were related, only that they
were in Middlebury at about the same time.