Rodman would have no problem guarding Draymond on the perimeter. Rodman has guarded a myriad of players in his career from shooting guards to centers...he and Pippen are the most versatile defenders in NBA history. So no, Draymond shooting 3's wouldn't be a problem.
It's not a matter of whether or not he can guard Draymond, it's the fact that Draymond pulls your big away from the rim and gets them involved in PnR situations with Curry. How can Rodman guard Draymond when he's probably going to switch or trap Curry?
The whole purposes of having a dude like Draymond or Love or any of these stretch 4s is that they get your defense into uncomfortable rotations.