So McMullin may be looking to build a new center-right political party. Nothing concrete yet (source is Buzzfeed, so take that as you will). I think that's kind of interesting, tbh. In my personal opinion, it would be nice to have a party that wasn't careening towards the abyss by embracing policies and ideas that grow more outlandish by the day.
This seems pretty plausible to me. It fits with McMullin's behaviour so far. I'm sure it's at least something that he has considered.