If he does anything, MA Governor is probably his best bet. However, going to New Hampshire might have ruined any chance of that.
He's locked out of Mass Gov until at least 2022 because of Baker's win; a primary is unthinkable. I try to think of him running for a constitutional office in Massachusetts—after all, raising his profile for a future statewide run is why he ran for Senate in 2009 in the first place—but it's hard to imagine him not coming across as stale and desperate if he did.
Bob Smith moved to Florida, Dan Quayle moved to Arizona. Maybe Scott should move to a fast-growing state and try again.