You absolutely can. By voting for someone who has no chance of winning. It's purely a thing to make you feel good about yourself. And no one will know either. You could claim you voted for Cornel West but actually vote for Trump and no one will be able to say you were lying.
I'm never going to get what I want, so I vote pragmatically. And stopping the guy who literally says he's going to be a dictator seems like a pretty fucking important thing to do.
You sound brainwashed, i presume that by "candidate that will definitely lose" you mean someone that isn't strictly part of the red and blue party. In this case not supporting any of these and voting for someone else could indeed save lives.
No. That is not how elections have ever worked. It has never been that every candidate has an equal chance of winning. Not in ancient Athens and not today in the U.S.