Poor Dave. He has been bullied by every single person there. I don't think Dave created this. Keith brought up that Dave would have voted off Scott before him, and asked Dave to confirm.
Keith was trying to manipulate Dave into alienating himself from Scott. He did it again when he told Dave to go to Scott and admit that he'd vote Scott off first, or he'd tell him some really awful stuff.

Then Keith is approaching Scott about Dave.

So when Dave is talking to Holly he plays the game the way he sees Keith playing it. He's giving Holly the confidence that Keith appears to be doing to Scott.

I don't think Dave would of started with Holly if Keith didn't with Scott.

So I think at the end of the night, when Dave is talking about rejection, I think Keith's betrayal weighs heavy on him, and he looks pretty defeated.

I don't think Dave is the bad guy in this, and if Dave does get voted off then Keith won't advance with Dave on a jury.