Kevin's Watch

After being rescued, he was imprisoned for a time then released and named Stannis' Hand.
Davos begins learning to read from the Maester, and because of this finds out about the letter from Maester Aemon about the Wildlings and the Others. He also participates in the removal of Edric Storm from Dragonstone to save the child from Melisandre. When Stannis threatens to kill him for this, he tells him about the letter.
Stannis shows up in the North at the end--showing that Stannis had listened to Davos--but the Onion Knight is not with him.

It also mentions in a (Jon?) chapter that Stannis sends the Onion Knight to Eastwatch-by-the-Sea to help defend the coast, but I never read how he ends up with the Manderlys. However, I am quite certain this is a ruse. First I believe that he is the hero returned from the sea, and the Manderlys are too honorable to kill an emissary anyway. The only proof they offer is that some Freys see the hand with its shortened fingers, and we know what there word is worth, and they don't seem the brightest either.

I see it as a ploy also. If they have listened to him, then it is likely they will keep him locked away to avoid word of him being there getting out, and spread the word of his execution to assert their loyalty to King's Landing and make sure those who knew of Davos' arrival would not be suspicious.
Just look at the number of times he's managed to talk himself out of a cell so far.

ends up at White Harbor and what happens to him there. Since this chapter is not in Crows I assume we'll eventually find out that Mandelly is lying to the throne...