Its not like we havent straight up
"Lost" a few nukes before.
They could in theory sell a nuke to another country, although that isnt really their MO. I doubt they could even get it out of the country, its not in China's best interest to have NK selling nukes. SK is locked down, they could try and get one out by sea but again they would have to get through Japanese, SK, Russian, and finally American waters.
If someone wanted to get a few nukes look no further than Pakistan, or any of the eastern bloc countries that were disbanded after the USSR fell, Kazakhstan and Ukraine used to have nukes before they sold them back to the Russians.
Iran could piece together a bomb, and I wouldn't be surprised if several other countries have or are working towards a bomb that no one knows about.
And remember making a nuke is easy now, weaponizing it isnt, and making its yield high enough to be a deterrent is also difficult.