In the latter campaign, which saw Lopetegui kickstart his managerial career, the player was largely overlooked in favour of Sergio Segura by Lopetegui's successor Jorge D'Alessandro, who then brought in another goalkeeper, his compatriot Sebastián Saja, on loan; Rojo became the third coach in February 2004, and he also had no place in his plans for Etxeberria, who was released and trained with Bilbao Athletic to stay fit. Etxeberria then dropped down to the third level to play for Cultural y Deportiva Leonesa, leaving at the end of the season. He returned to division two and his native region in the summer of 2005, being first-choice for SD Eibar but being relegated as last; he then chose to retire from the game, aged 33. Etxeberria never earned any caps for Spain at any level. He did feature for the unofficial Basque Country regional team. Afterwards, Etxeberria spent some years as goalkeeping coach for Athletic's youth teams, interrupted by a spell performing the same role at SD Lemona working under his former teammate Aitor Larrazábal. In 2012, he became Bilbao Athletic's goalkeeping coach as part of the backroom team led by another former teammate, José Angel Ziganda. When Ziganda was promoted to senior team boss in summer 2017, Etxeberria moved up with him to continue in his specialist role. Etxeberria operated a training scheme for young goalkeepers, based in Deusto. He was not related to Joseba Etxeberria, his teammate for several years at Athletic and later a colleague on the coaching staff at the club. Coincidentally, they were raised just a few miles from one another (Joseba hailed from Elgoibar).