Who are David and Sibyls in the first stanza of Dies Iræ?

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Dies Irae is a Latin hymn or sequence prescribed for the Roman Catholic Requiem Mass (Mass for the Dead or Funeral Mass) as well as on the Feast of All Souls (November 2) until the liturgical reforms which followed the Second Vatican Council. It could be noted that there are more translations in English than in any other modern language of this hymn. By 1913, the English renderings numbered 234, according to the Catholic Encyclopedia's article on the subject.

Fish Eaters has this to say about King David and the Sibyls:

These women are often depicted in medieval dramas, Jesse Trees and Nativity scenes. One hears of the Sibyls in Catholic chant and hymns, too: on Christmas Eve, after Matins and before Mass, The Song of the Sibyl was sung all over Europe until the Council of Trent (now this custom, restored in some places in the 17th c., remains mostly in Spain). They are most famously mentioned in the "Dies Irae," sung at Masses for the dead. Its opening lines:

Dies irae, dies illa,

solvet saeculum in favilla,

teste David cum Sibylla.

That day of wrath,

that dreadful day, shall heaven and earth in ashes lay,

as David and the Sybil say.

Who were these women whom Christians group with King David and the great Old Covenant Prophets?

Who Was the Corroborating Sibyl in Dies Irae?

We are startled to have the Sibyl brought in as a supporting witness: Teste David cum Sibylla. The Sibyl is a virginal prophetess, who is the medium and mouthpiece of the religious or inspired traditions of paganism. The Erythrean Sibyl and the Samian Sibyl are credited with prophecies concerning the Last Judgment and the end of the world. The reference to the pagan prophetess is likely prompted by the practice of Christian art, which since the thirteenth century has placed the Sibyls at the side of, or rather opposite to, the prophets. We know today that the twelve books of Sibylline prophecy that have come down to us are not genuine, but among Christians of earlier centuries there was a widespread belief in their authenticity. St. Jerome has a passage that implies some credence on his part. Lactantius even quotes the pronouncements of the Sibyls as divinely inspired. The great St. Thomas declares: "Etiam Sibyllae multa vera praedixerunt de Christo" (Summa, II-II, Q. clxxii, art. 6). St. Augustine quotes a Sibylline utterance on the destruction of the world, but he seems to have his tongue in his cheek and says that the Sibylline prophecies in general can be looked upon as the inventions of certain Christians: "Istae prophetiae possunt putari a christianis esse confictae" (De Civ. Dei, lib. XVIII, cap. 47). Perhaps Thomas of Celano believed that certain individuals outside of the Chosen People received revelations concerning certain mysteries, and gave the Sibyl a distinction she did not deserve by adducing her as a witness. - Dies Irae, Masterpiece of Latin Poetry by Msgr. Paul E. Campbell, M.A., Litt.D., Ed.D.

As a side note, Michelangelo painted five Sibyls on the ceiling of the Sistine Chapel.

Let us remember that King David had incurred the wrath of God as expressed through the prophet Nathan (I Samuel 11-12).

Worst of all, David had one of his own soldiers killed so he could take his wife for himself, which incurred the wrath of God as expressed through the prophet Nathan (I Samuel 11-12). Yet David repented and sought forgiveness (Psalm 51 is associated with this incident), which God freely granted while not exempting him from the consequences of this flagrant infraction of his law. - A flawed king: David

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According to both Wikipedia and the 1913 Catholic Encyclopedia, most academics who have studied the "Dies Irae" attribute it to the Franciscan priest Thomas of Celano, who lived in the first half of the 13th century. As you point out, the beginning certainly appears to be inspired by the book of the prophet Zephaniah (Sophonias as the Latin Vulgate transliterates the name). I can find no discussion at all of why this prophecy may have been attributed to David rather than Zephaniah; on the other hand, "Sophonias" would not at all fit into the meter (trochaic tetrameter) of the poem. Canon Jim Foley of the parish of Saint Augustine in Coatbridge, Scotland has written a discussion of the "Dies Irae") in which he speculates that the reference to David is an obscure reference to one of the Psalms:

Of old you laid the earth's foundations,
the heavens are the work of your hands,
they perish but you remain.

(Psalm 102:26–27a, NABRE)

Similarly, "Sibylla" may have been used as a metonym for secular prophets in general, particularly (as you point out) prophets of the classical world. Father Foley states, "All attempts to identify the sibylline oracle and her message have come to nothing." Unfortunately I do not currently have access to a copy of the writings known as The Sibylline Oracles to attempt a review myself.

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