Most states do have sore loser laws for most races, but most of those states explicitly exempt presidential candidates from these laws. Michigan is the exception rather than the rule. The much bigger problem would be simultaneous filing deadlines. In many states the filing deadline for independents is the same as for the primaries, so you have to decide which route to take early on. Waiting until after Super Tuesday would almost certainly be too late. Making a decision after Iowa or New Hampshire is probably too late as well. (There's some precedent for getting courts to throw out unreasonably early filing deadlines, but that takes more time and a lot more money in each state). As far as hijacking a third party's ballot line, the Libertarian party is really the only one left with near-nationwide ballot access. The constitution party has slid to around half of the states in recent cycles. Anybody know if Americans Elect is gonna try something again this time around? If Trump had run as an indy in 2012 he could have easily hijacked that "convention," and they were on track to get close to 50 states.
The greens have pretty good ballot access too. They's never nominate Trump, just pointing it out for the record. Now, if by some small chance Sanders mounts an independent campaign, I'd imagine he'd go for the green nomination. But he'll probably just reluctantly endorse Clinton.
