Usually we express the activity of enzymes "normalized" per the concentration of proteins in a sample (e.g. U/mg of protein). Then, that would be the case for SOD activity.
In the case of glutathione and MDA, some researchers choose to express it as mol/L or mol/g of wet weight, as well as mol/mg of protein.
If you decide to express all variables in relation to protein concentration, you can use the Bradford assay as long as your homogenization buffer is compatible with the assay. There are many compatibility charts available online.
Lastly, you do not have to measure protein concentration before conducting the other assays, you can save an aliquot and measure it later, and then make the calculations.
It is important to determine protein concentration before calculating MDA and SOD or any other enzyme. Specific activity of enzymes in measured in units/mg protein.
In order to compare between samples or conditions I think that you should determine protein concentration in an aliquot fraction of your test sample to express your result per mg of protein