I don't think Harden actually has interest in becoming a Blazer, though the possibility that he's close with Olshey makes me think that the 0% chance is maybe more like 10%.
The bigger problem is that Portland has nothing to offer. McCollum is not a star, not particularly young and he's way overpaid--pretty much the worst possible asset to offer to a team that's looking to rebuild, trading the second-best player in their history and doesn't want to spend a ton of money. Harden is not in his final year, so Houston doesn't have to be desperate to trade now and, even if they were, they can definitely get better than McCollum. Nothing else Portland has to offer rates as more than a throw-in, for a deal like this. To cut bait on Harden now, a few years before he reaches free agency, Houston is (rightly) going to want a young star, some talented young supporting players and some first round picks.
Finally, even though Portland can't get him, Portland should absolutely want him. He's definitely one of the five best players in the league and arguably a top-ten offensive weapon in NBA history. The upgrade over McCollum shatters the measurement device. Yes, he always wants to be the hub, but he's a hub that's great at getting everyone involved and scores efficiently. You should always want more of those players.