Schilling is seriously a fucking idiot and I have no idea why he's even entertaining a senate run in Massachusetts, especially against Warren who has some momentum. A moderate Republican could realistically challenge Warren and lose something like 56-44, a wide margin, but Schilling is not well liked in the state. He's made fun of on sports talk radio for being a blow hard and while people still remenisce about that 2004 Red Sox season, he's lost any good will that he may have gained by constantly running his mouth and getting himself in trouble. Outside of sports talk radio, which is perhaps his only audience, he's panned as being a joke and a celebrity blowhard on legitimate news radio. WBUR and WGBH, the NPR outlets, acknowledge his interest in running but don't treat him seriously.
On top of that, his brand of Republicanism is Trump's brand of Republicanism, in a state where the only successful Republican politicians are those who have steadily distanced themselves from Trump (Charlie Baker, the most popular politician in the US, always opposed Trump and was one of the first elected Republicans to support the "Never Trump" platform). Trump is likely going to be trounced in this election, and so I don't know how Schilling (who so far follows a Trump-like strategy) can entertain running more than two years from now, against a senator who is very popular in the state.
Schilling could stand a chance in a solid Red state, somewhere in the mid-west, or even in Arizona where he still may have some celebrity. But he stands no chance in Massachusetts and his grand standing is embarrassing.