I think people have put too much thought in Yoshida's statement that the gunner class will "not be what people expect". He may be referencing to the role, rather than the name. Lots of people for example are already speculating it will be a healing class of sorts.

Regarding name and story I am still 100% convinced it will be musketeer. The guild is already in the Coral Tower. The guildmaster already exists (Reyner), and musketeers were already seen among the Yellowjackets (which coincidentally are under Reyner's command), both in the open world (Coral Tower's practicing room) and in cutscenes (Rogue's quests). There is already plenty of role fodder and teases towards Musketeer. I would be shocked if Yoshida's statement of the gunner class's "unexpected nature" to be related to anything other than its role in the party trinity.