Appellate Division, 1st Department (New York State) would be the first level appeal. If he lost, Trump could seek leave to appeal to the NY Court of Appeals (our highest court). The NYCOA does not have to grant leave to appeal. At that point, Trump could seek SCOTUS review through a cert petition.
Reading up on the "abuse of discretion" standard it sounds like it's a very flexible rule - am I reading it right that "plain error" is basically the appellate judge deciding "I disagree with the lower court"?