There was one Republican debate where he screwed up nearly every question badly, and to my surprise rather than talking about it being rigged as he would when the audience would boo him (which probably actually was rigged by the Jeb/Rubio establishment), he was a little more quiet and said the questions he received were "Tough, but fair" and that it was a great challenging match and yada yada. I could see him doing similarly if he finally loses, something like "Oh yeah it was a great match, Hillary was a great opponent, we were neck and neck but oh well, I had a great time". I know he sees himself as the greatest thing ever, but I don't believe he really sees himself as the leader of some great new right-wing revolution, I think he sees himself as amazing for getting as far as he could. I could see him suing for a recount if there are any states with razor-thin margins, perhaps even if it's not enough to affect the overall election (I'm sure every electoral vote counts when he looks back and jacks himself off over how close he got), but not much more than that.