Your question about "Do casino not sell these when they retire their racks" could be answered more effectively by Gene Trimble, I spent most of my time on the opposite side of the tables, paying very little attention to casino policy. Although I have never personally purchased a large denomination ($500 or up) directly from a casino after retirement of them. All mine have been acquired privately. Come to think of it, all of my $100's have been purchased privately or for full face value while they were still in play. The only ones usually in existence (after they're destroyed) are chips that were not cashed in prior to the deadline announcement or possibly a handfull acquired by a high level casino official. Usually a mogul, the owners themselves. I'm not sure but I think the only batch of Large Denomination chips to ever be cashed in after a casino's cancellation deadline, are the one's Bob Stupak ended up fighting over in court. Re: Horseshoe / downtown.
So keep scouring eBay & The Chip Shows along with private collectors, they're out there - just not as many as the lower denominations.
I started collecting them in the late 70's when a customer of mine showed up with a $1000 chip - stitched into a hand crafted leather briefcase / sachel. I don't recall where it was from, but it was a colorful chip that caught my eye and I found it to be rather classy (for it's time) sewn into the leather case as it was. So from that day on I realized that there were uses for chips other than on the tables.
A few months later I was invited to his home, while I was there I once again commented on his briefcase and the sewn in chip. I asked him if he'd ever brought any of those chips home, forgetting to cash them in or otherwise. One reason I asked is because he usually wore a custom made western cut leather jacket with pockets on each side that on any given night at the casino's, were full of chips, $100's & $500's.
To make a long story short, I left his home with 12 or so different $100 chips from various joints around town. I kept most of those chips for many years and didn't really "seriously" start collecting until the mid 90's. My first collecting goal was to accumulate as many black $100's as I could, that soon branched off into some of the higher denominations, of which some I still have.

Good luck with'em,

Sam