The 28-year-old, who played Sinead O’Connor in the Channel 4 soap from 2010 to 2019, was admitted to hospital after waking up with a headache, sinus pain and other symptoms.
Davis has been on painkillers and using an oxygen mask and intravenous drip.
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In her latest video posted on her Instagram Stories in the early hours of Monday morning, she said: “I’ve woke up starving and I can’t wait to be able to eat again. Covid has been absolutely horrific.”
She added: “Today or yesterday was the worst day yet. I’m just focusing on getting better.
“But thank you for all your messages – it really means a lot. I’ll let you all know when I’m feeling a little better.”
Davis, who appeared on Celebrity Big Brother in 2016, finishing second, said she would be leaving social media for a while to focus on her recovery.
Speaking from her hospital bed, she said: “I think I’m anxious as well because I’m getting the camera put down today. Hopefully that’ll see what’s causing me all the pain.
“I’m going to come off this now and I just want to get myself better. My messages have been crazy so thanks very much for that.
“I’m all right, I’m just in pain. I’m just sick of being in pain now.”
She signed off her video by telling her 981,000 followers: “Please stay safe, wear your masks, wash your hands. This is absolutely horrific.”
The actress has a four-year-old son named Caben Albi with reality television personality Jeremy McConnell.