Where was Daniel when the trio were in fire? What is your view on the rapture, pretribulation, posttribulation or midtribulation?
The Bible does not answer this question. In such a case, one is left to propose reasonable speculation. Such "reasonable speculation," is just that–speculation. Bottom line, we do not know. Let me share with you my speculation for what it is worth. Given the nature of the invitation to attend the pagan worship of the statue in the plain of Dura, I feel that it is very unlikely Daniel was in Babylon at the time. Otherwise, he almost certainly would have been "invited" to the idolatrous worship. My guess is that Daniel was on a diplomatic mission for King Nebuchadnezzar. We know from Daniel chapters one and two that Daniel served in an important position in the government of Babylon.
Please remember that this is speculative, but I believe it is a reasonable guess.
As for pre, post and other kinds of millenialists, I am personally a believer that we are now in the millenium as described in Revelation chapter twenty. I do not believe this is a salvation issue. I address this question in detail in my book "Daniel, Prophet to the Nations, in an appendix. You may want to get a copy of the book from www.ipibooks.com It would take a fairly long expose to explain my view of millenialism. If you want me to go into such detail, I would be willing to do so.