If Gordon's ST performance today against the Tigers (0.1 IP, 3H, 3BB, 6ER) is any indication of the current state of Philly's closer position, I'd say you're probably better off going after some of the other setup-men in the league who have a shot at actually being successful when they get in the game, regardless of whether it's a save opportunity.
Scrambling for these guys now makes little to no sense to me whatsoever. If all the closers in your league are owned, and just about all the decent setup guys are also taken, it stands to reason that rather than focus picking up bottom-tier saves guys that there should be some opportunity in your league to capatilize on other statistics. Later in the year, as positions in flux start to become clearer, setup-men get promoted, and closers are put to the fire, then you've got some choices to make. Attempting to clear up this picture now is a futile waste of energy.