It's pronounced Dan-Vul, not Dan-VIL. Just like Louville, Piiiikevul, etc.
No worries around Lexington, but I would gravitate to being in Lex, or at least nearby for the cultural things you want. I moved to Lexington from Denver, CO for a corporate move, but originally from Philly. People are welcoming and friendly, but they'll know you're a Yankee by your accent.
"Bless your heart" doesn't mean what you think it means.