I've done a quick scan back on this thread and I can't find where you actually quoted Madison. However, I could be wrong...or you could be referring to an earlier discussion. It's so hard to keep your stuff straight.
Let me digress for a moment and quote Madison on one of your favorite topics, that whole sovereign-states-nobody-above-us arguement you love. In an October 1787 letter to Thomas Jefferson outlining the Constitution that came out of the convention, Madison wrote:
"It was generally agreed that the objects of the Union could not be secured by any system founded on the principle of a confederation of Sovereign States. A voluntary observance of the federal law by all the members could never be hoped for. A compulsive one could evidently never be reduced to practice, and if it could, involved equal calamities to the innocent and guilty, the necessity of a military force, both obnoxious and dangerous, and, in general, a scene resembling much more a civil war than the administration of a regular Government.
Hence was embraced the alternative of a Government which, instead of operating on the States, should operate without their intervention on the individuals composing them; and hence the change in the principle and proportion of representation.
This ground-work being laid, the great objects which presented themselves were: 1. To unite a proper energy in the Executive, and a proper stability in the Legislative departments, with the essential characters of Republican Government. 2. To draw a line of demarcation which would give to the General Government every power requisite for general purposes, and leave to the States every power which might be most beneficially administered by them. 3. To provide for the different interests of different parts of the Union. 4. To adjust the clashing pretensions of the large and small States. Each of these objects was pregnant with difficulties. The whole of them together formed a task more difficult than can be well conceived by those who were not concerned in the execution of it. Adding to these considerations the natural diversity of human opinions on all new and complicated subjects, it is impossible to consider the degree of concord which ultimately prevailed as less than a miracle."
I would say it's clear from that that your viewpoint of what is meant by state sovereignty and Madison's idea are not even close.
But you asked what Madison had to say on unilateral secession. Well, to begin with there is the famous 1833 letter to Daniel Webster following Webster's attack on secession. Madison wrote:
"I return my thanks for the copy of your late very powerful Speech in the Senate of the United S. It crushes "nullification" and must hasten the abandonment of "Secession." But this dodges the blow by confounding the claim to secede at will, with the right of seceding from intolerable oppression. The former answers itself, being a violation, without cause, of a faith solemnly pledged. The latter is another name only for revolution, about which there is no theoretic controversy. Its double aspect, nevertheless, with the countenance recd from certain quarters, is giving it a popular currency here which may influence the approaching elections both for Congress & for the State Legislature. It has gained some advantage also, by mixing itself with the question whether the Constitution of the U.S. was formed by the people or by the States, now under a theoretic discussion by animated partisans."
Madison uses the term 'secede at will' but it is evident from his other writings that he is referring to a state seceding without the consent of the other states, what I refer to as unilateral secession. I'm open to using either phrase. But in any case, Madison makes it clear that in his view unilateral secession, or secession at will, is "a violation of a faith solemnly pledged.
At about the same time, Madison wrote a letter to William Cabell Rivers. In one of the paragraphs, Madison makes it clear who is supreme over whom: "The words of the Constitution are explicit that the Constitution & laws of the U. S. shall be supreme over the Constitution & laws of the several States, supreme in their exposition and execution as well as in their authority. Without a supremacy in those respects it would be like a scabbard in the hand of a soldier without a sword in it. The imagination itself is startled at the idea of twenty four independent expounders of a rule that cannot exist, but in a meaning and operation, the same for all."
Madison continues: "The conduct of S. Carolina has called forth not only the question of nullification, but the more formidable one of secession. It is asked whether a State by resuming the sovereign form in which it entered the Union, may not of right withdraw from it at will. As this is a simple question whether a State, more than an individual, has a right to violate its engagements, it would seem that it might be safely left to answer itself. But the countenance given to the claim shows that it cannot be so lightly dismissed. The natural feelings which laudably attach the people composing a State, to its authority and importance, are at present too much excited by the unnatural feelings, with which they have been inspired against their brethren of other States, not to expose them, to the danger of being misled into erroneous views of the nature of the Union and the interest they have in it. One thing at least seems to be too clear to be questioned, that whilst a State remains within the Union it cannot withdraw its citizens from the operation of the Constitution & laws of the Union. In the event of an actual secession without the Consent of the Co States, the course to be pursued by these involves questions painful in the discussion of them. God grant that the menacing appearances, which obtruded it may not be followed by positive occurrences requiring the more painful task of deciding them?"
Madison is clear. Secession without consent of the Co States is not something to be considered. The effects would clearly be, in Madison's view, disasterous. States cannot merely 'violate its engagements' merely because it wants to.
But Madison states his positions most clearly in a letter written about a year earlier in response to two essays which were written by Alexander Rives. And in it he minces no words: "But the ability and the motives disclosed in the Essays induce me to say in compliance with the wish expressed, that I do not consider the proceedings of Virginia in ’98-’99 as countenancing the doctrine that a state may at will secede from its Constitutional compact with the other States. A rightful secession requires the consent of the others, or an abuse of the compact, absolving the seceding party from the obligations imposed by it.
A few paragraphs later, Madison makes his point even more plain: "The case of a claim in a State to secede from its union with the others is a question among the States themselves as parties to a compact." In other words, a matter for the states to discuss, not for a single state or state to perform unilaterally.
Later Madison asks a question that shows the whole lunacy of the idea of unilateral secession, and a quote I've posted many times: "The characteristic distinction between free Governments and Governments not free is, that the former are founded on compact, not between the Government and those for whom it acts, but between the parties creating the Government. Each of those being equal, neither can have more rights to say that the compact has been violated and dissolved, than every other has to deny the fact, and to insist on the execution of the bargains. An inference from the doctrine that a single state has a right to secede at will from the rest, is that the rest would have an equal right to secede from it; in other words, to turn it, against its will, out of its union with them. Such a doctrine would not, till of late, have been palatable anywhere, on nowhere less so than where it is not most contended for."
And Madison closes with an example: "A careless view of the subject might find an analogy between State secession and individual expatriation. But the distinction is obvious and essential. Even in the latter case, whether regarded as a right implicitly reserved in the original social compact, or as a reasonable indulgence, it is not exempt from certain conditions. It must be used without injustice or injury to the community from which the expatriating party separates itself. Assuredly he could not withdraw his portion of territory from the common domain. In the case of a State seceding for the Union, its domain would be dismembers and other consequences brought on not less obvious than pernicious."
How can unilateral secession meet any of Madison's requirements? It cannot be done without injustice or injury to the remaining states, as the South proved when they stole property and walked out on debts. It cannot be done without agreeing that some states had more rights than others, something Madison rejected. And Madison shows the lunacy of the idea by pointing out that if a state can leave unilaterally then it could also be turned out unilaterally. So it is clear from these four documents exactly how Madison felt on the idea of unilateral secession. He was completely, unequivocably opposed to the whole idea.