Hi @tommyvirtualmin,
The content you are served at mydomain.com/dav is an index.html (or similar) file that is found in the domain public_html directory. It is not interpreted as html or php because the purpose of the /dav redirect is to require authentication and then pass on to a WebDAV server process.
It seems you don’t have a DAV server process active yet.
When you have installed the DAV server you would normally use a composite URL with login credentials and more in the URL.
Cheers