Trump threatening to run as a third party is irrelevant, because he didn't. He won the nomination. Every tea party chud who dragged the Republicans to the far right did so by winning the Republican nomination, often in noncompetitive districts. This is what DSA and other leftist candidates need to do, and in some cases have done already.
Lesser evilism isn't a philosophy or belief or moral framework. It's a strategy. It's the proven strategy that works. It is the only proven strategy that works because of systemic flaws in our democracy. Do it.