Tough spot for the Rangers to be in. That hot start doesn't necessarily mean they have turned the corner and are ready to be a playoffs factor again, so moving out assets for a #1A goalie is not ideal.
Hellebuyck isn't actually a great option because what happens when you get to NEXT season? Are you really going to trade away a whole bunch to get Hellebuyck and then be left figuring out what to do with one #1 goalie with 4 years at $8.25 million AAV left on his contract and your returning #1 goalie with 6 years at $11.6 million left on his deal? I suspect Hellebuyck wouldn't be all that interested in being a one year placeholder for the Rangers, knowing he is going to stay in NY.
Spencer Martin was recalled today, so there is the current replacement. They also have Joonas Korpisalo, but he is expected to be out at least another month due to injury.