Good thing this was just a test (small) account.
Since my order to close would not fill, I had to force a margin call for the position to close automatically.
Not being able to close, even at a market price, is not acceptable IMO.
Did you try closing by routing it as a Bitfinex-only order? If you don't route it and Gox is down then the order won't go through - as it assumes you want the best price so waits until Mtgox is up.
Bitfiex also screwed up interest payments last night - got about half what I should have got. Hope it's just some cockup in calculating (and will get straightened out tonight) and doesn't mean that half my loans are to people who are out of margin but haven't been force-closed so have nothing left to pay interest with (or to return my principal).