In the show we see Davos Seaworth’s son Matthos die at the Battle of the Blackwater in season three, and it’s really sad. But in the book series, he has seven sons. Four — Dale, Allard, Matthos, and Maric — die at the Battle of the Blackwater in "A Clash for Kings." But Devan, Stannis, and Steffon are still alive.
Stannis and Steffon live with their mother and Davos' wife, Marya, on land at Cape Wrath, where Davos was given a keep and lands when he was knighted by Stannis Baratheon. Devan is serving as a squire to King Stannis as of "A Feast For Crows" and is setting up camp in Castle Black as of "A Dance with Dragons."