Hello, this is not really a dative.
"казак с Дону" equals "казак с Дона", "Дону" is used here to emphasize the obsolescense to resemble old-russian dialect or rural dialect
So, "казак с Дону" means "cossak, who was born or have lived in Don-river vicinity"
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July 29, 2010
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Hello:
In common: "У меня нет <something>"
more formal: "Я не имею <something>"
Strictly formal: "Я не обладаю <>", "Я не владею <>".
The last is close to "posses" or "own"