Welcome to President Trump's worst nightmare ... Rep. Thomas Massie shaking off his primary defeat by letting loose in the sand with fellow Trump-nemesis -- one Marjorie Taylor Greene.

Sources with direct knowledge tell TMZ ... the Kentucky congressman, his wife Carolyn Grace Moffa, MTG, and her fiancé Brian Glenn are all chilling together in Costa Rica. In fact, we're told MTG and Brian even scooped up Massie and his wife from the airport.

The group posed for a photo together Tuesday night during dinner at a beachfront restaurant ... keeping it casual in tropical attire.

As you know ... Congress is on recess this week, and clearly Massie is looking to blow off some steam after losing to his primary challenger Ed Gallrein, who was backed by the Prez.

But Massie doesn't seem too fazed ... filing paperwork with the FEC on Monday that allows him to run for his Kentucky House seat or federal office in 2028.

Meanwhile, Marjorie and Brian have been enjoying their tropical trip -- just a few months after getting engaged -- and are having a blast. Brian even showed off a pic of MTG in a two-piece on IG with the caption, "She's about to turn 52. Total smoke show????."