No one on this roster is untradeable, but Lillard and Harkless are probably the two the Blazers should try to hold onto unless the offer is enormous. McCollum I've felt for a while has to be moved, both because a Lillard/McCollum backcourt is unsustainable due to the defensive issues and because McCollum has the most trade value on the team outside of Lillard.
This is, in fact, a case where McCollum has less value to Portland than he would to another team. He has negative synergy with Lillard. As much fun as it is to watch them both do their thing on the same team, they're both ideally ball-dominant players on offense and both major defensive minuses. If we compare, for example, to Curry and Thompson, setting aside talent discrepencies, Curry is a primary ball-handler while Thompson is a Reggie Miller-esque finisher. They complement each other on offense. Even when Curry struggles defensively, Thompson is a guy who can play solid defense against the best guard on the opposing team. No one's capable of covering for the other between Lillard and McCollum and using either as a finisher, rather than as a play-maker, even if they switch off, is a waste of talent.
On another team, especially one with a three-and-D guard, McCollum could slip into the play-maker role full time and better maximize his ability. You can survive with one defensive minus in the backcourt.
IMO, to take the next step, the Blazers need to trade McCollum and maximize their received value, ideally a player who may not be quite as great offensively as McCollum but can make a difference on both ends. Either that, or a few solid two-way players--a few Harkless types--with Lillard as the sole star surrounded by a good defensive team who can play off him offensively.
