There was a bizarre Glazer report before the Colts playoff game that Fox could become available for one of the open positions if the Broncos lost. That report came out prior to the game, which was strange timing, and came off smelling like Fox (or Elway) leaked something. The main point was that Fox ended up out because he and Elway didn't get along anymore.
Gase ended as Fox's OC in Chicago last year so I don't know how likely it is that he wouldn't have stayed with Fox in Denver. I do think it was a surprise that he didn't get his HC shot a year earlier.