TXT record is one of DNS records. You can add, remove and edit TXT records at DNS settings. If namecheap said contact dan, then it means the domain uses NameServers provided by Dan. If nameservers of Dan doesn't let you to change DNS settings then you have to change nameservers to edit TXT record. You can use namecheap nameservers as far as I know namecheap nameservers allow editing DNS settings at namecheap control panel. You can change nameservers at registrar, namecheap. Once you add the required TXT record, wait for 1-2 days, Sedo bots will find that TXT record and will verify ownership. Once you add the domain to Sedo you may change nameservers to anything you like. Because the TXT record is asked only for once, for ownership verification.