Yes he would have had veto power...not directly over a trade, but on whether or not he agreed to restructure his contract. There was virtually no chance that another team would have taken him at his salary - I think about 5.7 million this year - so a trade would have been predicated on Gurode agreeing to restructure. All he had to do was say no to that...and that is veto power.
A trade was really unlikely. Gurode had no incentive to restructure. He could wait to get cut then probably have interest from three or four teams, and he'd be able to get a deal on the open market and have some choice in where he ends up. I don't blame either he or the Cowboys in this...just business.