Nothing wrong with Ryan McMahon at third base if you want a left-handed bat who is solid defensively and has experience. He's going to give you a WAR between 2.5 and 3 most likely with 20-25 HR's. Nothing special offensively, but still a solid option nonetheless. The Rockies likely don't trade him anyways, since logic doesn't exist with that organization.
Baty is younger and has more upside given his age, but has very little experience and has looked overmatched at the big league level. If the Jays plan on not contending in 2025, he's a fine target in hoping a change of scenery helps rejuvenate his bat. If the Jays plan on contending, Baty can still be a decent option if the Jays decide to spend most of their payroll elsewhere like resigning Vlad to an extension, finding a bat for LF and DH and a top of the rotation arm. Having him platoon with Clement wouldn't be a bad thing, if the Jays need to allot money elsewhere on the roster.
As for Jake Burger, defensively he's awful but if you brought him in mainly as a DH who occasionally could play some 3B alongside with Clement, not the end of the world. Not my first, second or third choice, but he does offer some raw power, which is what this lineup has really lacked this season. Since July 1st, Burger has posted a 191 wRC+ which is tied for 8th best in all of baseball and leads all of baseball with 15 HR's since! Jays could definitely use a bat like that.