The whole joke of the episode turns on Rose not understanding the meaning of the phrase "sleep with someone". But Rose herself has used the phrase correctly numerous times in previous seasons, both for herself (when she was convinced she killed men by sleeping with them) and for others ("Ted was your date, Blanche! Dorothy, you must have slept with someone else!")
It seems impossible that Mr. Gordon would have been able to track down Dorothy if he didn't know that her married name was Zbornak.
When Dorothy first talks to Mr. Gordon on the telephone, she tells him to meet her at her house, but doesn't give the address. If this is the first time they've spoken, Mr. Gordon wouldn't know where to meet her.