I know it seems like Dan is in the perfect situation, but at some point he's going to have to make a decision that betrays somebody in the house. So if Dan wins HoH or veto, he's going to have to put someone up or not take someone down. And when someone's back is against the wall, Dan's going to have to make a decision. Aside from that, he'll probably cruise to the end. However, he's probably made enough enemies in the house that they wouldn't vote for him anyway (Frank, Britney, probably Jenn once she gets back to the jury).
As for Danielle and Shane, I would be shocked if she picked Dan over Shane at the end. She always rips on Shane, yet she always worries if Shane likes her. Jenn can't win competitions so Dan would be wise to bring her to the end. Dan has to know that if it's him and Danielle at the end, everyone gives Danielle the $500,000.
I just think Dan's plan seems really good in theory, but with only 5 people in the house, he's going to have to make decisions that betray deals he made with people.