Is "everyone went to the dance, but me" a compound sentence?

"Everyone went to the dance, but me," is not a compound sentence.

Explanation:

A compound sentence is--similarly to the sentence in the question--something a comma is present within. The similarities basically end there. A compound sentence is the joining of two separate thoughts with--in general--the first being a complete sentence with a subject, and the second being an incomplete sentence, but having a different subject.

"I just lost my dog, but my cat seems to be happy about it." is a compound sentence.

In the above sentence, the first clause is a complete thought that could be on its own,

"I just lost my dog."

but the second sentence is incomplete without the first even with a subject and verb.

"But my cat seems to be happy about it."

That's the best explanation I can give on compound sentences.

In your case with the sentence, "Everyone went to the dance, but me," there may be a subject, verb, and complete sentence in ...

"Everyone went to the dance."

but even with, "But me." being incomplete, the fact there is no subject nor verb removes the possibility of it being a compound sentence.