What happens if you use closed cell sponge for a sponge filter?

I don't think it would work.

Well, that's what I used, similar to dishwashing sponge and it has been working ok, I was just wondering if there were any issues with it breaking down or anything like that.
I only recently discovered that I got the wrong stuff.

I would say aim for a medium cell/pore foam/sponge. Just watch for anti microbial. I know that ionized register filter from Home Depot rock for a lot of applications, though they would not work as a sponge. I think I paid $7 for a package of 24 and am still using the original ones a year later. I use them in all of my filters except the canister and they really remove loose particles, even sand dust.

Honestly I would imagine you could use pillow stuffing from Walmart in much of the same fashion. Just ideas that should be on the super cheap. You may even be able to fashion a container. You could do it pretty with abs/pvc and end caps or even cheat and use a soda bottle, the trick would be loose packing and a buttload of holes. Might be a good project to have hubby help you out with as he may have more ideas.