Actually Madson has always pitched very well out of the bullpen, which was why the Phils were always hesitant to put him into the rotation and weaken the pen. I think he could be a successful closer, though admittedly he probably isn't a top choice right now.
It's likely Rhodes would be the first choice, or closer by committee. I think it makes perfect sense to trade Gordon now if they can get value for him. It's a lost season, so sell high on an aging pitcher who is pitching way better than anyone though he would (and who was probably signed for more than anyone thought he'd be worth), then worry about getting another closer in the offseason.