There used to be an "ask for a review" in the last 3 innings even after you lost your challenge, but it's been so long since I've heard that discussed that I assume it no longer exists.
The Athletic reported yesterday that Peacock will not have games this year. MLB is in negotiations with some top-secret entity to air that package of games for this year still but we don't know who it is yet.
They won't want to stay in a 10K capacity stadium. It's a big if, but if the Vegas thing did collapse on itself, their options may be pretty limited, especially since John Fisher has very publicly shown his ass through this entire process.