Missing NY City Death Cert

My Grandfather, Joseph Davidson was born in Glasgow, Scotland. He travelled from Glasgow to New York in 1927 looking for work. The Glasgow family he left behind were told by a relative that he died in a road accident in the city in 1929 before they could join him. There is no record of a Death Certificate in his name in any of the records of NY or New Jersey. Does anyone know of where his Death Cert. might be given he was still a UK citizen?