How are you going to log in to your shell, with your environment, without a daemon that has the suid bit? A user can never install such an sshd without having root permissions at some point.

If you run ssh on a static port, then it really does not matter whether it is 22 or 2200, as long as it remains static, and everyone knows the correct port.

If it turns out that that daemon is logging your passwords, then someone has already compromised your host.