It is true that the record for third parties in the US isn't great. The TR defection in 2012 elected Wilson. Most scholarly evidence, however, says that Perot did NOT "elect Clinton," and that he took votes equally. I think a case could be made that in his speeches and press, by attacking Bush more than Clinton, he disproportionately damaged Bush, but hard to tell.
On the other hand, essentially a 3d party won in 1860 when the newly founded Republicans, only four years old, defeated the Constitutional Union Party, the Democrats, and a third splinter. Even then, however, the anti-slave group was as divided as the pro-slave group, so it can be argued that the 3d party GOP won the election flat out.
If Republicans want to win elections, why do you think they are scared of Trump?