Welcome to our forum.
Things often start out rough at the beginning of a poly relationship. It takes time to get used to things. Right now, Danny is not used to sharing you. He seems to be aware of this and is working on it. I think there's good reason to believe that he'll gradually succeed.
If you are doing lots to reassure him that you still have the same feelings for him, then you're already doing what you're supposed to. About the only thing I could add is to have a sit-down with him where you ask him what you can do to help him with his insecurities. He'd know better than anyone else how to answer that question, and it would demonstrate to him that you are concerned for his well-being.
I'm sure you will come across other ideas as you explore the various threads on this site. Don't hesitate to post your thoughts, questions, and concerns. In the meantime, it's likely to make a difference just for Danny to have some time to get used to this.
Glad to have you aboard.
P.S. Compersion basically equals the opposite of jealousy. You can find other words and definitions at http://www.polyamory.com/forum/showt...5365#post15365