Winning all starts with starting pitching IMO, so I'm ok with trading Marshall & Marmol. Relievers don't have much value on teams that are always behind when you get to the 6th or 7th inning. Especially middle-relief guys, which seem to be a dime a dozen. But I don't want to see Marshall traded for a bunch of spare parts, either, just for the sake of making a trade. If they are solid prospects, I'd say go for it.
I say get back to the point where you have a good team and are challenging for the playoffs, then maybe worry about finding a solid closer.