I will go back and relisten. I was very tired on Thursday evening. I was under the impression we had vetoed the 'Daeron helps them back to Doriath' idea, so his main role in that part of the story is alerting the eagles to Lúthien's mission. I agree he is headed towards Angband, but his encounter with the eagles is prior to that.
So, for the 'open-ended' thing, I figured we would not be showing him in Doriath during the Hunt for the Wolf. He may return to Doriath shortly after, but we aren't showing it. So, no, he does not just hang out on Anfauglith until the Nirnaeth, but we don't show his return to Doriath on screen this season, leaving his fate open-ended until we write him back into the story.