Daniel seems to play a significant role in the Megila. The Medrash says that Memuchan was Daniel. It is also mentioned that Hasach was Daniel. Interesting to note is that the Gematria of Daniel and the Gematria of Haman are both 95. Why is Daniel's name never mentioned outright? Why was he incognito?
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Me'am Loez (citing Menos Halevi) says that the fact that they both equal 95 is exactly the reason why the name was changed, so as not to associate the tzaddik Daniel with the rasha Haman.
(I had incorrectly remembered it as Daniel himself deciding to do so. However, I see that Menos Halevi says שינו את שמו בהזכירו אותו במקום הרשע, which sounds like Mordechai and Esther made this change when they wrote the Megillah.)
In regard to Hasach, Rav in the gemara holds that Daniel is called Hasach because he was "disconnected" from his previous greatness in the royalty. The Maharal writes that the megilla does not call him Daniel outright to emphasize the evil of Achashverosh, in that a person like Haman was brought to greatness while Daniel was removed from his position of influence.