There seems to be something strange with the path: /etc/rc.d is a link to /etc/init.d. Try to create the link from /etc/init.d/rd5.d/S99dansguardian to /etc/init.d/dansguardian.
You can try to use the YaST Runlevel Editor to create this link. If the script is in /etc/init.d, it should appear listed and you can activate it for the runlevel you like.
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