There is no way to delimit the gzip-compressed data without decompressing it. But you don't need to delimit it, you can just load it as a fixed-width data type, it would be decompressed on the fly by gpfdist. Refer to the "Importing and Exporting Fixed Width Data" chapter in admin guide here: http://gpdb.docs.pivotal.io/4330/admin_guide/load.html
Here's an example:
[gpadmin@localhost ~]$ gunzip -c testfile.txt.gz
Bob Jones 27
Steve Balmer 50
[gpadmin@localhost ~]$ gpfdist -d ~ -p 8080 &
[1] 41525
Serving HTTP on port 8080, directory /home/gpadmin
[gpadmin@localhost ~]$ psql -c "
> CREATE READABLE EXTERNAL TABLE students (
> name varchar(20),
> surname varchar(30),
> age int)
> LOCATION ('gpfdist://127.0.0.1:8080/testfile.txt.gz')
> FORMAT 'CUSTOM' (formatter=fixedwidth_in,
> name='20', surname='30', age='4');
> "
CREATE EXTERNAL TABLE
[gpadmin@localhost ~]$ psql -c "select * from students;"
name | surname | age
-------+---------+-----
Bob | Jones | 27
Steve | Balmer | 50
(2 rows)