OK well thanks guys yes someone here pmed me with a phone number and I spoke to someone who is a historian at a mueseum that agrees they did make prototypes before 1903 but only thing that surfaced was a picture and bill of sale to someone that james davidson (son of arthur davidson) had signed of one of the bicycles they experimented with. He also said the average harley fan wouldnt have known this because He said unless you knew a family member like he said he does then history wouldn't be there. He also stated that Arthur was a engineer in his teenage years before 1903 .thanks again guys we'll I quess I got my answers

Glad to hear that someone here got you some more information that helped in your search. I find it fascinating about the history of HD. Like you said that part of the history is so obscure that it would not be known unless you had some family ties. It was a fun read and there are plenty of old pics of HD powered things you would be surprised.