The time to get rid of him would have been in the offseason where, as you noted, they would have had more options and the new HC would have had a chance to implement his system in training camp. 5 games really isn't a fair shakedown though.
I don't know all the hot assistants right now, but assuming they don't poach one from another team (Shaw is now in Indy) it doesn't leave a ton of options.
Jackson is a short-term solution. They don't play defense now just imagine if D'antoni got the gig. People like Jerry Sloan, Mike Dunleavy, or Don Nelson are aging retreads that are also not long term fixes. I don't think a relatively young, inexperienced coach like Nate McMillan would command the respects of a bunch of stars.
Stan Van Gundy would be hilarious, I can just see Howard's head exploding upon hearing the news. Jeff Van Gundy isn't the worst option but I could see him ruffling feathers too.
They need a Joe Torre type of guy who can manage the egos of an all star team on paper put together with aging, disparate parts. I could see Coach K working, since he's got Kobe's and Howard's respect from the Olympic teams, but he'll never leave Duke. Who that leaves, I don't know.
D'antoni might be the best option. Nash thrived in his system and he was an assistant on the last couple of Olympic teams.