Are there sources on the death to Daniel?
Is there any truth in that there is a source that says Haman killed him?
The Talmud (Megillah 15a) states that Daniel was Hatach who appears in Megillat Esther:
ותקרא אסתר להתך אמר רב התך זה דניאל ולמה נקרא שמו התך שחתכוהו מגדולתו ושמואל אמר שכל דברי מלכות נחתכין על פיו לדעת מה זה ועל מה זה
And Esther called Hatach. Rab said: Hatach is the same as Daniel. Why was he called Hatach? Because he was degraded [hataku-hu] from his position. Samuel said, Because all affairs of state were decided [nehtakim] by his voice.
In Pirkei D'Rabbi Eliezer Chapter 50 we are told that Hatach was killed by Haman:
ויצא התך אל מרדכי והגיד לו את הדברים ונכנס התך והגיד לאסתר וראה המן להתך יוצא ובא והרגו
And Hatach went out to Mordechai and told him the things, and Hatach entered and told Esther, and Haman saw Hatach going and coming and killed him.
By putting these two together we can reach the conclusion that Daniel was killed by Haman.
The Targum to Megillat Esther (94:12) also states this explicitly:
וכד חזא המן רשיעא ית התך דשמיה דניאל אעיל ונפק לות אסתר ותקף רוגזיה ביה וקטליה
Note that Tosafot (Bava Batra 4a s.v. Hakol) acknowledges this midrashic claim that Daniel was so killed by Haman, but seems to assume that the Talmud disputes it.