Again to quote Bob Baird on his website at http://genfiles.com/Witt/Mildred_Daux.htm :
"His wife has variously been claimed to be a woman named Mary, Elizabeth Daux, and Mildred Daux. The fact is that we have not one single record of her – her name appears in no records, and therefore any name we assign to her is pure speculation.
"It is extremely unlikely that she was a Daux. We know that Walter Daux had only two children, the daughters Anne and Susannah – one of whom was William Witt’s mother. He had no sons and there is no sign of anyone else named Daux in the area."
You can get the full story at the link above. While you are prowling around also check out Bob's material on the Daux family at the links below:
The family of Walter Daux, father-in-law of John Witt I (Some Thoughts on Walter Daux) :- http://genfiles.com/Witt/Daux.htm
In Search of the Ancestry of Walter Daux is a similar paper but adds some information on a brief search for his father Richard Daux in England. :- http://genfiles.com/Witt/Witt_Daux.htm