One Piece is a series that easily connects older plot points with new characters. The new Holy Knight, Gunko, has generated many different theories regarding who she is and her backstory. In that regard, an X user named @BlacktyonteXavi has come up with a theory that connects this character with the D. Family.
It is explained in this theory that the One Piece manga could connect Gunko with a character from Nico Robin's past in Ohara, Clou D. Clover, who was already revealed to be a member of the D. Clan during the Egghead arc. If that proves to be the case, it could be theorized that Gunko was perhaps kidnapped during the tragedy of Ohara or before that event took place and was brainwashed by the World Government.
Disclaimer: This article contains spoilers for the series. Any opinion expressed here belongs to the author and not Sportskeeda as a publication.
Explaining how Gunko could be the first member of the D. Family in One Piece who is a Holy Knight
This theory starts by stating that Clou D. Clover's family could be connected to the Celestial Dragons and was one of the ancient families that helped with the rise of the World Government. Furthermore, there is a precedent of Nefertari Lili walking away from Mary Geoise, and this could have happened with Clover's family, which could be connected with Gunko.
There have been many theories surrounding Gunko's origins, and the X user, named @BlacktyonteXavi, suggests that this Holy Knight could be related to Clover. This is because Shamrock's name is connected with Irish culture and the clover is a symbol of that culture. The name comes from the Irish 'seamairóg' which means young clover.
It is also worth pointing out that the fact Nico Robin survived the tragedy of Ohara means that other people could have lived as well, as evidenced by the Saul twist in recent events of the manga. Therefore, it isn't out of the realm of imagination to picture Gunko being taken in by the World Government and becoming their weapon as a Holy Knight.
More details from this theory

There is another element worth taking into account, which is the fact that the One Piece manga revealed in the Egghead arc that Clover was a member of the D. Family. When considering that he was murdered in Ohara and no other family of his was mentioned before, the only reasonable explanation for this is that someone related to him could be a major player moving forward and that could be Gunko.
This theory goes one step further by presenting the idea that Figarland Garling picked up Gunko and raised her as a member of the Holy Knights, very likely training alongside Shamrock. It could add complexity to her character, especially considering that a member of the D. Family working with the World Government could present an interesting twist in the series.
Final thoughts
One Piece author Eiichiro Oda can take a lot of different directions regarding Gunko's character and her role in the story. Furthermore, the idea of her being connected with the D. Family could give him another dimension and present the idea of a D. with the villains.
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