La Petite Colombe in Gustavia has indeed closed. Boulangerie Choisy is your best bet in Gustavia, but parking can be limited based on time of day. I sometimes park by the harbor and walk up. Phil uses a different tactic, and drops Amy at the boulangerie while he circles.
Check the shop just up the street from Santa Fe too. I'm not sure exactly what they sell, but they've been a hidden trove for a few things over the years. You may find baguettes there.
Alternatively, you've got La Rotisserie by Andy's, and the Petite Colombe in Lorient and Colombier.