I'm sorry, but I dont see what any of that has to do with anything.
Who said anything about him setting up his own company?
If he struggled to run a company in what was probably the height of wrestling popularity, why on Earth would he try now?
I am talking about working with either WWE or TNA.
Simple fact is he has worked with WWE in the past, and was given a good degree of creative control, and TNA would probably give up almost anything to have him on board, but he is no longer interested in wrestling.
Take a look at most of the articles he has written for The Sun over the last few years, and it either comes across as something he has had his fill of, or something he has totally lost touch with.