When did David say so?
Rashi: When I left Ke'ilah and came to Midbar Me'on, I panicked due to Sha'ul, who caught me. Radak, Malbim - "va'Yhi David Nechpaz Laleches Mipnei Sha'ul" (Shmuel I, 23:26). He was in great danger at the time - "Sha'ul and his men surrounded David and his men, to seize them" (ibid.) Hashem sent a messenger to tell Sha'ul that Pelishtim invaded [and he went away to fight them].
What is the meaning of "Nigrazti"?
Rashi citing Dunash: I was cut off. This is like Garzen (ax), which cuts wood.
Rashi citing Menachem: This is like Nigrashti (I was expelled). There is nothing like this in Tanach.
Radak: This is like Nigzarti (I was cut off). At the time, I thought that I was cast off from in front of Your eyes, and You will not turn to me again.