Went through settings to try and find if this was possible (and also hope that this isn’t suggested in here too), but seems like you are not able to retire a number in the entire league (ex. Gretzky’s 99)
Although Gretzky’s number being retired in the NHL is a one-time thing, I reckon we should have the ability to do so too, so that we could retire a player’s number in our custom leagues to recognise their achievements similar to Gretzky’s.