I think that one of two possibilities is true about Gai, and I'm cool with either one:
1. Gai's confession was largely, if not entirely, for real. He is being deceitful on some matters, of course, but the pressure of leadership really is mounting on him and perhaps that's part of the reason why he's rushing through his missions a lot.
2. Gai has almost everybody fooled, and his confession was largely for show (though I do think that the cross necklace is an important keepsake for him in any event). Him and Segai are secretly allied with one another, and are playing both sides against each other in machiavellian fashion, with some sort of shared goal in mind. I'm somewhat suspicious here since Gai's meeting with Segai was remarkably cordial given that they're ostensibly on opposite sides of a major conflict.
Either way, Episode 6 was a good one for Gai, imo.
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