Honestly, I feel like it's a bit unfair to Gaudio to focus on the fact that he never made it to the QF of a Major other than the 2004 French Open.
The bottom line for me is that he was a very good clay court player from 2002-2006, a solid five year period.
During those five years, he won eight clay titles, including Barcelona in 2002 (smoking Costa in a straight set BO5 final just before Costa won the French), Viña del Mar (straight setting Gonzo in the final in his home country), Buenos Aires (straight setting Puerta in the final soon before Puerta made the French final), Estoril (beating Robredo in the final), Gstaad (straight setting Wawrinka in the final in his home country), and Kitzbühel (beating Verdasco in a four set final). He also made six other finals during that stretch, including losing Stuttgart finals to Nadal and Cañas (in five sets) and losing a Barcelona final to Robredo (in five sets).
As for his results at the French Open, during that period, we have:
2002: lost to Ferrero in five sets in the fourth round;
2003: lost to Kuerten in four sets in the third round;
2004: won, beating Cañas/Novák/Enqvist/Andreev/Hewitt/Nalbandian/Coria
2005: lost to Ferrer in five sets in the fourth round;
2006: beat Ferrero in the third round, lost to Davydenko in the fourth round
Not bad overall, IMO. It was bad luck to draw the two best clay players of the early 2000s in the 3rd/4th round in 2002/2003, and the losses to Ferrer and Davydenko are definitely respectable.