It appears that dav conversions are usually searched by users are unable to playback .dav recordings in regular media players and can't find any other dav player software. Some video conversion software might claim that they support direct dav to mp4 conversion, but that may be just marketing trick to fool search engines and no dedicated dav file converter exists. The reality is that special proprietary video formats are rarely supported in 3rd party programs.
Anyways, it should be possible to convert dav to avi using the default software provided by the company that produces cameras that creates .dav recordings. When you have the .avi video, you can then use any of the available avi to mp4 converters to get your .mp4 file.
Open DAV file Open MP4 file
A video conversion utility
A free multiplatform multimedia transcoder
HandBrake for Linux is free multimedia transcoder
HandBrake for OS X is a free and poplular multimedia and video conversion utility