He’s chasing windmills

This was said by Erin Gloria Ryan on the Chris Hayes show, All In.  She was referring to Trump.  This is a congruent conflation of “tilting at windmills” and “wild goose chase”, both meaning futile searches or pursuits.  “Chasing a ghost” might also be in the mix, and also “chasing rainbows”, the latter noted by “my ol’ pal”.  As everyone probably knows, “tilting at windmills” is a reference to the masterpiece “Don Quixote,” wherein the title character tilts at windmills, thinking in his madness that they are enemies.  He probably chased them as well.  A tip of the hat to Sam Edelmann, frequent malaphor contributor, for hearing this one and passing it on. 
chris-hayes

He led me on a blind goose chase

This is a mash up of “down a blind alley” and “led on a wild goose chase”, both meaning an unproductive or futile pursuit.  Blind and wild are similar sounding words, so the brain chose the wrong swirling fragment.  This seems to be a common malaphor, based on the many internet hits.   Reminds me of the proverb:  A blind goose is as good as a deaf duck  (ok, I made that up – just trying to be a wise quacker).