Have you checked that there's no pin conflict, e.g. MSP430 drives the GDO0 signal low? Can you use an oscilloscope to measure both the GDO0 signal and correlate that with the current consumption (e.g. by measuring voltage drop over a resistor)?
Please also try to verify that you get valid output on the GDO0 pin. Change the IOCFG0 register to e.g. 0x3F. You should now see CLK_XOSC/192 on GDO0.
Could you poll the MARCSTATE register instead to see what happens (it gives a few more details than the status byte)?