I'm really not sure some of you realize the filing situation to get on the ballot as an indy. If Trump is knocked out of the primaries next March, running independent is basically out of the cards. He wouldn't be able to get on the ballot in many states.
Trump is giving up nothing by saying he won't run third party. If Trump wanted to run third party he'd have to start this year.
The only route for Trump to get ballot access everywhere third party would be the hilarious spectacle of him trying to hijack the Libertarian ballot line by swamping their convention.
Sore loser laws would still apply to Trump and be a problem for him even running under a party like the Libertarians, especially if he sticks around in the primaries long enough when the filing deadlines really matter. Gary Johnson was kicked off of Michigan's ballot in 2012 after his brief Republican campaign even though the Libertarian Party was able to get on the Michigan ballot in 2008. At least for Michigan, however, Trump might evade that law
by running as an independent not aligned with any party. Most states have sore loser laws but their severity varies, and Trump would have the resources to handle most of that if he really tried. The question for Trump is if he feels it's worth expending that time and money down the road when his more viable path lies in the Republican Party, where he's still the frontrunner with a seemingly devoted base of supporters. If he really wants to go the independent route, then he needs to pull out of the primaries sooner than later for his own good.