It's entirely plausible that a state could seat delegates pledged to support Donald Trump who have open affiliations with other candidates. The attendees at these state caucuses and conventions can elect whomever they want. This happens all the time. In 2012, according to a great explainer by Frontloader, folks who disliked Mitt Romney not only messed with the number of pledged delegates he was to seat, but they also worked to install their own partisans as his delegates. They did this not to mess him up at the convention — his victory might have been a foregone conclusion. But conventions are big, fun parties. Paid, expensive parties. You can understand why rival factions within a state party would want to reward as many members of
their own tribe as possible.

The RNC's rules committee has tried to address this by tightening the rules governing the allocation of pledged delegates: The proportion of pledged delegates actually sent to the convention must align with the proportion actually won by a candidate in states that don't give their winners all of their delegates.

But states still get a lot of latitude. That's why smart (and devious) Republican operatives are secretly working to influence the delegate selection process. They want as many of their own supporters as possible to identify as pledged Trump delegates. That way, those men and women will fall to their (real) default choice if Trump doesn't win a majority of delegates on the first ballot.