Is it okay for a Siamese fighter fish to be in a community tank if they start making a bubble nest?

Yeah I wouldn't worry about it. As long as the danios and neons are in small schools they should be fine. Danio's can be quite intimidating, so the Betta will probably keep to himself. As long as your tank is big enough, he can establish his own territory. You should have a tank of 15 gallons, 20 at the very minimum for all these fish.