Agree, it is an excellent question and I don't know the answer either.
The only close case I can recall is when McGovern replaced Eagleton with Shriver. Of course it's apples and oranges since it was the VP position but my memory is that Eagleton had already been nominated and elected as the candidate at the convension and McGovern just "did it".
But a change at this point would be even worse suicide than the path they're already on; a change at this time would be a McGovern drubbing.
With coat tails.
In 1912 the Vice President of the United States, James Sherman, died on October 30. That was just three days before the election and he was running for re-election with Taft; his name was replaced on the ballot by that of Nicholas Murray Butler. Of course it was obvious by that point that Taft would be defeated (he came in third behind Wilson and Roosevelt and won only 8 electoral votes).