I remember reading on Danny's website that he in fact wrestled for other companies after ECW closed down,
sadly his website seems to be down (and redirecting to ecw.com?)
but wikipedia had this to say :
After leaving ECW, Doring and Roadkill made appearances with Total Nonstop Action Wrestling,
and wrestled dark matches for World Wrestling Entertainment. Doring also pursued a singles career,
working for Xtreme Pro Wrestling in 2003 and various other independent promotions, particularly NWA Florida.
Could be that you're right and he retired somewhere down the line, but i don't remember reading anything about it.