Most Danish A. nyrocas have been seen along with Common Pochards.
If the Karlshamn-bird is associating with Mallards as well as eating bread it seems likely that it may involve an escaped bird. The fact that the bird is wintering is also slightly odd.
There are several accepted sightings of wintering nyrocas in Denmark. Although some records are more "dodgy" than others, I don't think any of them have avoided the escape-theory. Never the less several of these more or less "dodgy" Danish winter sightings have made into category A.

This issue has of course been discussed (see e.g. http://www.artportalen.se/birds/gallery_imageinfo.asp?imageID=185226). Some argue that it is not so odd that normally shy birds change their behaviour and adopt to other species under certain circumstances. Since it is not impossible that it is a wild bird, we will end up guessing... Personally, my guess is not very educated - although I can't keep from wondering why it did not quickly try to leave the ice behind (did it really start enjoying bread that fast?).

Anyone have somethings else but speculations to offer? Are captive ducks seldom ringed? How common are white-eyes in birds parks? Does anyone know about confirmed escapes?

Ferruginous Duck is not that rare in captivity. I have no concrete info regarding numbers held in captivity, but I have seen birds in several different Danish collections. The majority are probably ringed (at least the majority of those I've seen). There have been several records of confirmed escapes. This one was ringed and thus proven to be an escape:
http://www.netfugl.dk/pictures.php?id=showpicture&picture_id=20439