I think I know what's gone wrong, but it probably isn't what you want to hear
When you install new firmware, like doing the 2.2.1 update you did, you replace all the system files. That includes all the root related files and essentially means you're back to square one.
When you need to do is downgrade to 2.2 again. Now at this point you can either:
a) Stick with 2.2 and root it using visionary.
b) Upgrade to 2.2.1 then 2.3 OTA
c) Switch to custom firmware.
If you plan to do b or c, then you need to do some ground work first. Specifically, as it mentions at the bottom of the
downgrade tutorial, the next step is to get radio S-Off on the phone.
2.2.1 and 2.3 are patched against the method used to root 2.2 (only temp-root is possible), but once you have S-Off, the phone is more vulnerable to root exploits and you can gain permanent root on 2.3. I'm not sure if you can get permanent root on 2.2.1, even with S-Off, but you can definitely get it on 2.3.
You're on an unbranded firmware now so 2.3
should be available in your country - you might have to grab the RUU from the sticky in the main Desire HD section if not.
I'm sorry for not clarifying this all earlier - should've spotted it when you said you'd gone to 2.2.1