Frankly, the most viable path is hold everything + NV + AZ + Collins party switch. It probably requires Trump to have <35% approval, though and I would still be surprised if at least one of the >55% Trump state Dem incumbents doesn't go down even in that scenario (probably McCaskill or Donnelly). The next best opportunity involves an anti-trade/immigration hardliner beating Cruz in the TX-SEN primary with Trump's endorsement, but that is also a stretch.
Collins switching parties is about as likely as Manchin switching parties or King becoming a Republican.
Yeah, they'd have to worry about that too,
No they wouldn't. That's the point.