no need, you can do a supreme court nominaton in the lame duck session AFTER the election but before everyone takes office in January if necessary also. John Adams is the most famous lame duck nomination to the supreme court.
just clarification John Adams was the one who made the nomination as a lame duck to put John Mashall on the supreme court as chief justice after losing the election.
President John Adams was defeated by Thomas Jefferson in the 1800 presidential election. He then nominated John Marshall to the the Chief Justice of SCOTUS, who was confirmed prior to Jefferson's swearing in by the last Federalist controlled US Senate.
BUT, the Arizona election is a special election and AZ law calls for the winner to be sent right to the Senate. McSally could well be out quickly and her leftist replacement in place for any vote further reducing the GOP majority.