<< Is there any nation, group, saint or individual associated with "or a cross purpure?">>
In British heraldry - No. As to other heraldic jurisdictions - I don't know.

<<Sable a Cross Or >>
... is recorded in the following names - Bellesby, Braham, Fannell, Havell, Havenell, Hovel, Hovell, Howel, Howell, Howelle and Smith. Couldn't see anything about St.David though.

<< "argent a cross gules" might represent St. George >>
It might, but it might also represent any of the following:
Adam, Bardenill, Galaad, Genoa, Hartelow, Hartlow, Herteclawe, Hertlaw, Lindefourd, Lyndeford, Lyndford, Musenburgh, Offield, Ofield, de Veer, Vere.

Regards,