McDaniels was fired 12 games into the 2010 season, and Denver went with running backs coach Eric Studesville filling in as interim coach for the rest of the season before hiring Fox, so their time in Denver did not overlap.
While others in Denver apparently have a problem with McDaniels being hired by the Pats (and for the record, when news came out before kickoff on Jan. 1 that Bill O'Brien was a leading candidate for Penn State, I received an email from a league source within an hour saying if O'Brien left, McDaniels would be back in New England. The team had no idea at that point who it would face in the postseason, and the Broncos hadn't even secured a playoff spot), Fox doesn't think it matters.
Here's the back and forth Fox had with reporters:
Does he have a fear of McDaniels telling the Pats secrets about Tim Tebow, Demaryius Thomas, etc.?
"Not really. Every organization has a building full of pro scouts, scouting departments, our write-ups are fairly big on every player on both teams as it is. It’s really going to come down to Broncos and Patriots."
Is it any different than one coach calling another for advice during the season?
"Not really. You know, we change players with teams all throughout the year so I’m really…it’s kind of a lot about nothing."
(Later in call) His thoughts on McDaniels with the Patriots:
"I know Josh a little bit and it’s always better to be employed as a coach than unemployed. So we change personnel in this league quite a bit. Coaches change cities and players change cities, and that’s kind of what we signed up for.
Do you have to change your play calls because of McDaniels' presence in NE?
"No, because he doesn’t even know our offense. Our offense is completely different, you know?"