Daryl has to escape at some point, he won't always stay a prisoner at the Sanctuary. And I think he'll end up at the Kingdom. Here is how and why.
Daryl & sherry ~ 7x03 ~ The Cell
I think in the end, Dwight and sherry will help Daryl escape. He can't escape alone, that's pretty much impossible, he needs help. At least from Sherry, but I'd like to think Dwight will be in on it too.
Dwight ~ 7x04 ~ Service
After he does escape, he can't go back accueil to Alexandria. That's the first place Negan will go looking for him, and Daryl would put everyone at Alexandria in danger for going back...