Or anything below ground: the Crossrail 2 plans have the lines and the station running alongside the north of the Library. The depth of the Crossrail platforms would make it a non-ideal path for walking between the stations, too, though at least it would exist. An enhanced Euston Square station with easy access from Euston itself would do the most to ensure connectivity between the Euston Road stations, I think, with the advantage of the depth of the subsurface lines.
That would be a long way round though. Its only about 500m from the east side of Euston to the west side of St Pancras. A direct path on the surface or just below it could miss the library to the north, and the Euston master plan includes a major east-west access about half way along the existing platforms, although clearly at Phase 1 the new facilties will not stretch all the way across the east side of the station. Here's an idea I sketched up a few years ago: http://www.townend.me/files/kxlink.pdf