The truth is, as you've mentioned, we can't know for sure, and we can never make a conclusive decision on the subject. He may indeed have been a Prophet, and Allah swt knows best.
I'll give you what I have found in Ibn Kathir's book on the Prophets.
Ibn Abu Ad-Dunya has reported the narration of Abdullah bin Abu Al-Huzayl that:
Bakht Nasr dug a pit and placed two lions in it and then put Danyal (as) into it with them but the lions did not attack him. He stayed there as long as Allah willed him to stay there and then he felt a need for food and drink as human beings feel. So Allah revealed to Armiya, who was in Bayt Al-Maqdis, to prepare food for Danyal, who was in Babylon, Iraq. When he had prepared the food, Allah has him carried along with the food to Danyal. There he informed him that Allah had asked him to deliver food to him and he remarked that, indeed, Allah had remembered him and He praised Allah considerably for the numerous favours We had bestowed on him. He ended his praise with the wordsPraise belongs to Allah Who is our hope when all hopes are cut off from us.
Abu Al-Aaliya has said that when they conquered Tastur they found a dead man lying on a bed in the house of Al-Harmuzan. He had a scripture near his head. The scripture was taken to Khalifa Umar ibn Al-Khattab and he got it deciphered by Ka'b. They found different stories and forewarnings in the scripture. They dug thirteen graves in the daytime, and at night buried the man in one of those graves so that the people could not distinguish the grave he was buried in. That was to ward them off for they believed that he could exercise certain powers. They supposed that the man was Danyal and he had died three hundred years before he was found and nothiing changed in him during all those years.
However, it does not seem that he was Danyal because no Prophet was there between 'Isa (as) and Muhammad (saws) as a Hadith in Bukhari tells us, the time difference between them being four hundred years.
Abu Burdah had a ring that depicted two lions licking a man. It was the ring of that man who was found on the bed and whom Abu Musa Al-Ash'ari had buried but had taken away the ring from him.
I typed that up from the translation of Ibn Kathir's work by Rafiq Abdur Rehman. I know for a fact that the translations differ noticably, but unfortunately I didn't have the original arabic.
I hope this helps.
Other figures that may have been Prophets include: Dhul Qarnayn, Khidr, Luqman, Armiya bin Hilqiya, Shi'ya bin Amsiya, Uzayr bin Jarwah, Hizqeel and Al-Yasa.
