Technically, a model "non-citizen". So, in effect, perhaps in retrospect, he, as an individual, did achieve personal and total secession from the USA. A man without a country.
As you mentioned before, the technicality may have been that Davis refused to apply for full pardon & citizenship?
I note, for example, that Alexander Stephens, having served in Congress (from Georgia) before the war was reelected (in 1873), and served in Congress after the war.
Davis was also reelected, to the US Senate (1875) but was refused admission, based on the 14th Amendment, Section 3.
So, I'm not certain what-all the technicalities were...