I don’t think it’s so much desperation as it is laying down the foundation for negotiating with Trump.
Trump wants to be President. A independent candidacy from the center right (moderate GOP version of Nader in 2000) is a major threat to what Trump wants.
So they throw this out as a possibility, then try to use it as leverage against Trump to gain some concessions. Possibly even selecting Trump’s VP running mate.
Classic carrot and stick, and precisely the sort of situation Trump excels in.
They know Trump has it in the bag to beat Hillary Clinton
Political science professor forecasts Trump as general election winner | The Statesman