I'm actually reading
For Want of a Nail at the moment, it's a bit dense but a good read.
As for likelyhood, it all depends on the atmosphere in a failed-revolutionary America. A repressive situation would lead to an exodus.
As for numbers, it depends on what proportion you believe supported the revolution. I enjoy the third each of patriot/loyalist/don't care split, it just makes things easier
Only 70,000 Loyalists left during and after the success of the revolution which had quite a mild aftermath. They also were aided by travelling to sympathetic neighbouring territory who had infrastructure and a system of government already in place.
For Want of a Nail has about 12000 whites and 2000 slave leaving following the end of the war. Which i don't see any real problem with, as for them forming a viable state, i find this a bit of a stretch.