And all that could be true in your headcannon and yet the simple fact remains Dobby is dead and buried in an improvised grave site off some random beach in the UK. A grave site so bleak and insignificant that it caused Harry to come to terms with how commonplace death was in this era that he decided to risk it all and go face-to-face with Voldemort. His philisophical crisis at shell cottage literally caused Harry to sacrifice his own life so no more lives had to be needlessly disposed of in the wake of Harry's own cowardice. Dobby's death forced Harry to reevaluate his own innaction. Dobby needlessly died due to Harry's character flaws and you need to accept that.

TLDR; in your "headcannon" Dobby is somewhere baking cupcakes, but in reality he is dead due to the cowardice and inaction of the main character.