It is not explicitly stated whether or not this was a Christophany. Nebuchadnezzar's description that the Fourth was like "a son of the gods" without any commentary by the writer himself is circumstantial evidence that this was a legitimate conclusion.
God does promise to be with us in the fires as He said through the prophet Isaiah:
But now thus says the LORD, he who created you, O Jacob, he who formed
you, O Israel: "Fear not, for I have redeemed you; I have called you
by name, you are mine. When you pass through the waters, I will be
with you; and through the rivers, they shall not overwhelm you; when
you walk through fire you shall not be burned, and the flame shall not
consume you. For I am the LORD your God, the Holy One of Israel, your
Savior. I give Egypt as your ransom, Cush and Seba in exchange for
you. Isaiah 43:1-3 ESV
There doesn't appear to be any problems with believing that it was, indeed, a Christophany. I do hold to this view, though not all that strongly. I like the idea, but if it's not, it's no big deal.
Fortunately, if it were critical for us to know whether or not it was, the Bible would have made it clear. Since it doesn't, we can enjoy the consideration and probing without being too worried about falling into heresy.