The Walking Dead appears to be setting up Norman Reedus' exit as Daryl Dixon in season 9, but that may not actually be the case - at least not yet. A lot has happened since Andrew Lincoln departed The Walking Dead as Rick Grimes in the first half of season 9, and that includes a six-year time jump that hasn't been explored in detail yet. It seems that several characters moved around and either joined or left various communities during that time. After sticking it out for a while, Daryl had left to find Rick.
Of course, Daryl never found Rick. Instead, he came back into the fold and went to Hilltop in order to take care of and mentor Henry, at the behest of Carol. So when Henry took off to find Lydia, who Henry had become enamored with, Daryl left to find him, which may ultimately lead to a war between the Whisperers and the communities. After rescuing Henry and Lydia from the Whisperers' camp, they all went to an abandoned apartment building to fend off any Whisperers that came after them - namely, Beta.
It wasn't easy for them, but they did manage to defeat all the Whisperers and escape, but instead of heading to the Kingdom, as Daryl had previously told Tara, they decided to go to Alexandria to get Henry patched up. But that's not the most interesting part. Throughout The Walking Dead season 9 episode, "Chokepoint", Henry and Lydia talked about going away together, and though he was initially against it, Daryl agreed to the idea in the end.
What's curious about this scene is that they all know they can't stay at any of the communities, because they could start a war with the Whisperers. So, Daryl says, "Hell, we ain't staying. We'll get you back on your feet, and then we'll move on." Move on where, though? Daryl, Henry, Lydia, and Connie (who joined Daryl on this mission) can't go back to Hilltop, they won't stay at Alexandria, and they don't mention going to the Kingdom, despite that being their original plan. So where can they go?
Given everyone that's left the show already, it certainly seems like The Walking Dead is setting up for Daryl's exit, but that's not happening. Daryl could take Henry and Lydia to Oceanside or whichever community Maggie is helping Georgie with, but the story needs to move forward and the Whisperers need to attack the fair in the coming weeks. Taking everything into account, Daryl isn't leaving The Walking Dead yet, but that doesn't mean he'll stay on the show forever. Who knows, perhaps another showdown with Beta might end differently.