Hillary Clinton lost the election, but let's not pretend Donald Trump won democratically. Democracy is the rule of the People. Trump won only due to a bizarre, archaic, unique-in-the-world rule that robbed the People of its choice for the fourth time in History. Donald Trump is the legitimate President, but this election was not democratic.
You may say the States vote, not the People. I get that. But that's not what a democracy is. While the EC exists, the US will remain an imperfect democracy.
The United States is not a democracy. Beyond that, I suspect any attempt by Hillary Clinton to form a coup will not end well for Hillary Clinton.