No real knowledge of the factors involved, other than that it's been tried before, somewhat recently. I wouldn't bet either side of those markets, which means they're reasonable to me.
Note that "plainly illegal means" is poorly-defined in this context. Laws change and get interpreted differently in diferent contexts. Things I'd call shenanigans, the Supreme Court may not, especially if one or two more justices get replaced. There will almost certainly be icky behavior that probably would have been illegal in other decades. There will almost certainly NOT be any convictions of Trump (or the eventual winner).
Edit to add: This is not just Trump. He's old and he knows it. It's the change of societal expectations, and the political technology of control.
Agreed on your second part. A part of Trump "superpower" is to introduce a lot of confusion around the bounds, and then convince at least his supporters that he is not really stepping over that where it should have been obvious that he does. So the category "should have been plainly illegal and would have been considered plainly illegal before, but now nobody knows anymore" is likely to be a lot better defined that "still plainly illegal". Moreover, Trump is much more likely to attempt the former than the latter - not because he actually cares about not do...
Trump cares a lot about personal power. He does not (to put it lightly) seem to have much respect for tradition or the rule of law. He has 'joked' about a third term before.
Many of the traditional safeguards are disappearing: Trump has fired many army officers, senior FBI leaders, and inspectors general, replacing them with loyalists. Many Republican senators seem to be either personally or instrumentally loyal to Trump.
On the other hand, he is very old; he stands to gain little from remaining in power after 86. He also is not much of an ideologue, so he may not care whether his allies remain in power after his death. The risk-reward calculation may not work out.
Considering these factors, how likely do you think it that Trump will attempt a coup, and why? I will define a 'coup', in this context, as any plainly illegal means of remaining in power (or setting up allies to remain in power) after the four years of his term. (Unless the constitution is amended to allow 3+ terms, any attempt by himself to remain president after this term would thus be considered a coup attempt).
Especially interested in hearing people's reasoning behind the probabilities.
Also comment if I've missed any major factors, or if something in the post is false.
Relevant prediction markets: