Yeah, Gunko is just weird, in a lot of ways.
As far as we know, she only has a Shallows Covenent, as a "Devoted Blade of God" like Harald was, at least 38 years ago. She might have had a upgrade since then, but we don't know. But, she also seems to have eternal youth. Which means, either she's from a extremely long lived race, similar to how Giants age slower. Or she's a special exception to the powers, for some reason. Or she had the Immortality Surgery done on her at some point Which...thinking about it, maybe that's how she "killed" her father, the King? Maybe the King used the Immortality Surgery on Shuri, if the King had the Op-Op Fruit 60 years ago? I could see Oda doing that.
Gunko's the only person other than Saturn that we've seen "summon" other people through the Abyss Marks. Which again, seems to hint at some heightened access to the Abyss Powers that someone of her "rank" shouldn't have.
We've also seen that Imu can possess Gunko. And this possession seems different to how Imu possessed Saturn on God Valley. Saturn's possession seemed less "complete" to me than with Gunko. With Gunko, they are able to completely merge bodies, just adding wings and a tail. With Saturn, Imu was basically riding on top of Saturn, not being able to completely merge with his body. At least that's my impression. This seems to indicate again, that Gunko seems to have some higher tolerance to Imu's Abyss powers than others. But...Imu DID choose to possess Saturn, rather than Gunko back on God Valley, for some reason. So, either Imu was "protecting" Gunko at the time, or Gunko couldn't be possessed by Imu back then.
She's got blue hair. Like the Nefertari Family. And she's also a Princess, which means she's also royalty like them. So, Oda seems to be setting up some kind of connection. Though, maybe only broadly.
We know Gunko is probably always the one with Imu in the Butterfly Garden in Mariejois. We saw that back when Rocks broke in to question Imu. That was 56 years ago.
She was adopted into the Manmayer Family of Celestial Dragons. Interestingly, not the Imu's Nerona Family, despite those two seemingly being close. So, it seems like Gunko and Imu grew closer over time, perhaps?
Gunko is also rather shy around nudity, like seeing Super Sommers in his boxers. So, that indicates being sheltered all this time. She also seems to enjoy good food. So, it doesn't seem like she's being spoiled all the time.
She's always covering her mouth. And knowing Oda, that means there's something weird going on with her mouth, like Katakuri. Which does seem to support the whole "special race" idea.
She has two different colored eyes. Which seems to have been the case before she ever even met Imu, because Brook mentions them. So, it's not something Imu's possession caused. It seems like she's always had two different colored eyes, even when she was a kid. Maybe that's a common trait in the Kingdom she comes from. And interestingly....I don't know if we've ever seen Brook's eyes? So, maybe Brook has the same two-colored eyes, if he comes from the same kingdom as her, or maybe she's just special.
Her new name "Gunko" actually means "Army Child" in Japanese. It may have been a nickname that just stuck.
We know Imu is also rather protective of her, from the reaction to Brook. Imu also never calls Gunko "Shuri".
Gunko seems to have amnesia. But, no one else that Imu's made deals with seems to have that same affliction. Harald seemed to remember everything just fine, his personality just shifted. None of the God's Knights or Celestial Dragons seem to have their memories erased. So, Gunko's amnesia is possibly unique to her, not a symptom of her deal with Imu.
So, here's what I think happened.
I think Princess Shuri was born with a special connection to the Abyss Mark Powers. Either due to her being part of a special race, or her royal blood, or just being born different as some sort of "mutant".
Princess Shuri's Kingdom was under some form of threat or attack. Thus explaining why she would need Brook as her bodyguard.
Her father the King may have died gifting her with the Immortality Surgery, thus explaining her not aging this entire time.
During the attack on her Kingdom by whatever was causing it to come under threat, I think Shuri likely got hurt and got amnesia. Brook assumed Shuri betrayed their Kingdom to this enemy force.
The God's Knights came in, to claim anything they can for themselves in the aftermath of the attack. They find a wandering woman with amnesia in the rubble, who seems to have a odd connection to the Abyss. Assuming she's some sort of bastard child of the King, they adopt her into their ranks for their use, later. They give her a new name, "Gunko". Maybe the Manmayers even claim her as a "prize".
Imu starts growing attached to this new woman. Bonding over their shared immortality. The only other person Imu's ever known who knows what being immortal is like.
I don't think Imu ever knew that Gunko was Princess Shuri. I think their "friendship" started out as a convenient way to keep someone with special powers close by. Maybe with Imu teaching Gunko how to use the Abyss powers better. But, then it turned into genuine care over the last 60 years.
So, I think Imu may be genuinely concerned about this random skeleton who seems to know who Gunko is. If your "friend" or "coworker" who has amnesia suddenly started remembering things, you'd probably get rather curious what sparked that change, too. Especially if she got amnesia during some sort of war. So, Imu might be assuming that Brook was one of the enemy soldiers who hurt Gunko in the first place. Imu might actually be trying to spare Gunko some painful memories.
In Japanese, the other God's Knights refer to Imu with the honorific "ontai", which roughly means something like "beloved leader" or "boss". It's a more affectionate honorific than you'd expect for Imu.
So, I think Imu is actually usually pretty nice to their underlings. They actually seem to care about Imu, more than fear them. So, I feel like that affection may be reciprocated.
But, I'll admit, this is a very charitable way to read Imu's actions. I might be giving Imu too much the benefit of the doubt. But...time will tell. I feel like it's going to be something like this, though.
