Gosetsu is not a Hellguard. None of the Roe in the East are Hellsguard or Sea Wolf, they are a clan of their own. I am trying to find the info in the lore book that states Gosetsu's background but I haven't been able to.

All I know is it states that about 700 years ago there was a massive exodus from their homeland in the north to flee a tyrannical ruler, the Roe came to LL and ended up becoming the sea wolves. Another group went to the mountains and became hellsguard. Other Roe tribes spread across the 3 continents and became other tribes but since they are non playable, there is not much more than that. But that can describe how Gosetsu does not have the traits of either tribe as well as why it doesn't matter all too much about your affiliation either unless you are trying to be incredibly lore strict. They likely defaulted to hellsguard because it was as close as they could get to the eastern Roe tribes without creating a whole new version of Roe, which would cause an uproar by the community.