Bubble curtains should be fine, fish sometimes like to play in them. Use a ceramic type bubbler, as they are longer lasting, and produces fine bubbles.
I would agree that O2 should not be an issue. The danios may be a bit sluggish due to the fact that you only have pair and it's a relatively small tank. They do well in groups and like lots of space... very fast swimmers.
Sad to say my tank hasnt cycled yet...I dont know what's goin on anymore. I just change water and hope for the best I dont know what else to do. As for my danios they are CraaaaaaaaaazzZZzzzy! It's like their personalities popped out all of the sudden. Im not sure if I have a male and female but one likes chasing the other one around (no fin nipping so far thank god) and she seemed kinda chunky for a few days but that could just be from them eating a little better in their new tank. My striped one definatly likes playing tag with the silver one I almost feel bad and am fighting the urge to go get a 3rd one to take some of the attention off the silver one. But who knows I just may have a girl and boy!
That's typically what you get with danios. They are very active which is what makes them so entertaining to have in your tank.
Concerning your nitrogen cycle... I would suggest testing your water on a daily basis for amonia, nitrate and nitrite. If any show high levels do partial water changes until they are in in check. Should be a fairly quick process with a smaller tank such as the one you are dealing with and it will help keep your fish healthy/alive.
One other thing you might do is talk to your local fish store. If they would be willing to give you a small chunk of filter media from an established tank you can insta-cycle and not worry about it any more. Just add the media to your filter system and you're good to go.