Again, big difference in terms of what we have from Coburn and Perry. Coburn says he doesn't really want to run, but wouldn't rule it out. Perry hasn't publicly addressed the topic at all, AFAIK (though there's an asterisk to that--see below). But Perry has endorsed Cruz. So he wouldn't start making any moves towards this while Cruz is still running anyway.
The closest Perry has come to indicating that he still might be interested in running was this comment from a few weeks ago:
http://edition.cnn.com/2016/02/25/politics/rick-perry-brokered-convention/So someone brought up the third party option to Perry and he changed the subject to a brokered convention. Make of that what you will.