If I remember correctly, the old connection was below Southeast, and had curvature issues as well. A connection in a northerly direction could work, but as you note, they'd have to change directions.
Given headways and capacity closer in, I'd expect any such service to be a shuttle and not through service, unless they just extend an existing electric train that originates in SE by changing it to a diesel, provided, of course, that they can find a way to not change ends as well.
Looked up SE station: https://en.wikipedia.org/wiki/Southeast_station
I didn't think it was an original New York Central station; it opened in 1980 during Conrail days. It was the replacement for Dykemans, which closed in 1968.
It's also huge: 1,010 parking spots. Maybe 1010WINS should sponsor the station?
A new station at SE would be nice.
Having lived in Danbury for a couple years, as well as Patterson, the 84 intersections are terrible, especially 684. Once can safely assume that the Harlem line attracts much ridership from Western Connecticut. Anything from probably below Bethel would continue to go there, but from within the 84 corridor and north, Southeast is an attractive option. And it's not just NYC that's a destination; it's all the intermediate stations along the way that service office parks, plus White Plains. I did the Patterson/NY commute; it was crazy, two hours each way.
Now, if you could get those folks off the road between Danbury and Southeast, that would be great.
Problems: the station at Danbury doesn't have a lot of parking, although I think there's a garage not far. It's not really convenient to the 84 corridor, either. You'd also have to have a new platform at the old station, now the DRM. And if you're coming off the branch, you'd need a change in direction I think (I think there might be a track that bypasses the new station?). You'd need a station somewhere along Lake St. or thereabouts where there's a lot of room for good parking, and good access to 84/7.
That leads me to believe that if CTDOT ever gets serious about this aside from the Danbury Mayor, they could also look at New Milford service (yes, I know, HRRC is a hurdle) with a station somewhere on Federal Road, Brookfield, and NM. They'd come in from the Berkshire Line onto the Maybrook; no change in direction.