Kompany is nursing a virus that has affected his legs at times, while Neuer has only just recovered from a minor injury and Kimmich missed training due to personal reasons, Danks told a press conference.
"Vince has had a virus, and it is important for him to rest," Danks said.
"So he is at home. We are taking it day by day. He will play his role in the game whether in the Allianz Arena or not."
As for Neuer, no decision has yet been made, Danks said, with the keeper back in training for the past two days. Kimmich's participation is equally unclear.
"For Joshua, it is personal reasons. I am not sure what it means for tomorrow," Danks added.
Bayern, already without suspended Michael Olise, want to bounce back in the competition after last week's 3-3 draw against Viking in Norway, and have been boosted by a 6-1 demolition of RB Leipzig in the Bundesliga on Saturday.
"The key will be decided on small margins," Danks said. "We have to be prepared for every aspect of the game.
"We trust the process and the work we have done with the players in the last couple of seasons. We want them to play fearlessly and express themselves."