It's all really hard to tell. Clearly, Lyon is the BoSox closer for right now but long term, I can't see him keeping the job. They might try Person as a closer when he comes back, or more likely, they will realize how idiotic they were for not signing a legit closer on a contending team and then make a trade to get a real closer (probably Benitez or Williamson).
It's pretty obvious that eventually the Cubs are going to put Alfonseca back into the closer role, if for no other reason than they would like to let him prove he is still a decent closer so they could trade him to a team in need, like Boston, around the All Star break. Alfonseca, unless he totally bombs out in the next little while should be the closer by the end of the month I'd think.
I do think that MacDougal's 10 saves were pretty lucky. He has terrible control, walks as many as he strikes out and seems to have nightmarish command of where he places his pitches. He got lucky and pitched himself out of jams early in the year, but the last couple chances, he has been burned by beaning guys and throwing wild pitches in critical situations. Unless they can dramatically improve his control, I can't see him being a viable closer for too long more. If MacDougal falters, Carrasco is a possibility, but I would think that Grimsley would make the better closer. Pena might go to a committee with those two and MacDougal eventually.