True, the Republican establishment types may be planning a "brokered" convention in order to ace out Trump and nominate someone safer (for them). If that happens, there may well be a 3rd party run. But it won't be Carson no matter what he says. And if I am wrong in that appraisal, here's another: he won't go anywhere with that attempt because he is tanking as I write this. Steve Benen (MaddowBlog) has some supporting observations about Carson's threat.
... when Donald Trump talks about abandoning the Republicans’ nominating process and running as an independent, it terrifies party officials for reason: Trump has significant resources and a sizable following, filled with folks who have already said they’ll back the New York developer regardless of his party affiliation.
Carson’s threats may be sincere, but they’re far less scary to the party. His poll numbers are sinking and he’s no longer seen as a credible contender; he has no credible avenue to a third-party bid; and even if he leaves the GOP to register as an independent – a scenario he said was a possibility during a Fox News interview late Friday – it’s hard to see how this would affect the race in any tangible way.