Crewe held out for 34 minutes but once they went behind to a goal by Nile Ranger, it was a question of how many Swindon might score to leave Davis questioning his team's desire.
Davis said: "This defeat hurts. It was a performance I had not expected and that is why it is so disappointing. I had not seen this coming.
"We worked hard all week and for the first 25 minutes or so we had one or two little half-chances which might have gone our way, but that was as good as it got.
"Those first 25 minutes were the only positives I can take out of what happened here today. After that none of us performed and I do not know why.
"The truth of the matter is that we played as individuals, not as a team, and I have to say we did not show any fight.
"You at least expect your players to roll up their sleeves so that is the bit that hurts. It could have been many more than five by the end."
Ranger's goal came from a defence-cracking pass by Yaser Kasim but there was an element of fortune about the second in the 43rd minute as an intended cross from Massimo Luongo drifted over the head of Martin.
At 2-0 there was no way back for Crewe and it was then that Mason took over, showing why Tottenham, from where he is on loan, rate him so highly.
Mason's first came in the 46th minute, turning in another perfectly delivered pass from the industrious Kasim, but worse was to follow for Alex.
Ranger was brought down by Martin as he raced into the danger area to concede a penalty, the under-protected goalkeeper was booked and Mason compounded his felony by sending him the wrong way from the spot-kick.
Crewe did not manage a worthwhile shot until the 66th minute when Brad Inman pressed Wes Foderingham into meaningful action for the first time but it was only a temporary respite for Davis' beleaguered troops.
In the 70th minute Mason got his third with a deft touch from a centre by Alex Pritchard and the young midfield player should have got a fourth at the death only to see his penalty saved by Martin after Ranger had again been fouled.
There was still time for Swindon defender Nathan Thompson to hit the bar and Crewe could not get off the pitch quick enough at the final whistle.
Davis added: "Swindon will not have an easier afternoon all season. It is up to the players now to respond in a positive manner and prove to me that this was a one-off.
"There were a few home truths said in the dressing-room at the end. This was a reality check for the players but they did not help themselves by producing a performance as brittle as this and with no energy."
- Sports & Recreation
- Ryan Mason
- Nile Ranger