Many have expressed the wish that Gloria was a distinct character rather than a disguise for Trish.
Even if you don't like the design that much, it's definitely a shame that one of the few non-white character designs in the series is just a disguise used by a white character. I, myself, have proposed including her in the Human World side of my "Machiavelli Duology" plot (see my pinned post, don't forget to check the reblog).
However, I've never seen a really fleshed out set of headcanons for that "the real Gloria" would be like, and I myself have never followed through on my name-dropping of her. Today, however, I've decided to give it a shot.
Here's what we know for sure about Gloria:
She wears a very flashy and ornate outfit. White lace with orange accents, a sort of loincloth, thigh-high boots with elbow-high gloves, blue feathery shoulder pads, and a fake tail on the back. Her hair is cut in a bob, and seems to be a white or pale blonde color. Definitely a very eccentric set of fashion choices.
She fights with a folding, curved dagger. While in her form, Trish also fought within this really odd dancey technique? That doesn't necessarily mean that the real Gloria fights that way, however, Trish herself tends to look more like she's fighting when she's fighting.
Trish used the Gloria disguise to offer Devil Sword Sparda to the Order Of The Sword, and this may be true for Gilgamesh and Pandora too.
After "Gloria" gave Sparda to the Order, Sanctus immediately made her an executive. However, the rest of the Order did not trust her.
Gloria is sort of a dark reflection of Trish. While Trish is a demon who learned compassion and chose to live among humans, Gloria is a human who spurns compassion and allies herself with demons.
Trish's change of heart was inspired by Dante, maybe Gloria's worldview was shaped by a traumatic event, like watching someone she cared about having their compassion exploited by a ruthless demon and suffering for it (I'm thinking it's sort of a Better Call Saul "wolves and sheep" moment). That's also why she has a tail, to show that she aligns herself more with demons despite being human.
I suppose this makes her as much of a mirror to Lucia as she is to Trish. Lucia never had to unlearn cruelty, but Trish doesn't really fear or loathe her demonic nature the way that Lucia does.
After this, Gloria grows into a renowned purveyor of devil arms. Perhaps Sanctus becomes aware of her influence as well as her ruthless philosophy, and attempts to recruit her to the Order, but is rejected. Gloria would have little respect for humans who worship a demon who betrayed his own kind to protect them. When Trish assumes Gloria's identity, she uses both her reputation and Sanctus's prior interest to quickly infiltrate the Order Of The Sword. Due to Fortuna's seclusion and the Order's secrecy, Gloria doesn't find out that someone impersonated her until well after the fact, and struggles to find out exactly what happened and why.
Given that she fights with a dagger, I think it makes sense that she incorporates some stealthy techniques into her fighting style. Benefitting from backstabs, and potentially turning invisible through some kind of magic? However, Trish's behavior suggests that she isn't above using sex appeal to psyche out her more weak-minded opponents if stealth fails...
...Yeah, I don't like that either. But I don't know how else to interpret the way that Trish fights while assuming her identity. If I did decide to lean into that interpretation, I'd want to contrast scenes where she uses seductive tactics with scenes where she's alone and not in combat, where her demeanor is strikingly different. No smile, incredibly straight posture, she clearly isn't performing for anyone.
In any case, Gloria fights smarter, not harder. A moveset for her would likely strongly incentivize taunting, to pacify enemies or bait specific moves.
With the above in mind, it becomes very easy to imagine how Gloria would fit into my aforementioned plot.
Machiavelli needs an agent in the Human World to sell his creations to human clients, and someone to pitch his designs to the Uroboros Corporation for mass production, so they can sign a contract with my Unnamed Antagonistic Military Organization. This is especially true in the event that Machiavelli spent much time pretending to be dead.
Perhaps part of Gloria's job is also recovering devil arms that have fallen into disuse. I've liked the idea of Dante having access to some of his previous devil arms, including a version of the original Cerberus repaired by Machiavelli, during his time in the Underworld. Perhaps it was Gloria who recovered them for Machiavelli? If anyone could pull off a heist to steal all of Dante's devil arms, it's someone who specializes in stealth.
Hell, maybe Gloria is actually the one who captures Trish? Using the devil arm heist to lure her into a trap? I think she would do so simply for the sake of maintaining her and Uroboros's relationship with the AMO, not knowing they planned to use her to make a superweapon that would end the war that she and Machiavelli are trying to start before it can begin.
Gloria would likely also be the one to try and gain Lady and her friends' trust by returning Kalina Ann to Lady, and then subsequently driving a wedge between them all by convincing Lucia that the best way to prevent the AMO from having their superweapon is to kill Trish, and that she's a mole feeding information to the enemy anyway (not entirely untrue, Trish was bugged so Machiavelli could use her to spy on Mundus, which was later used to learn information about Dante that Machiavelli used to gain his trust then capture him). Lady and Lucia would be far more likely to trust a human, even a morally bankrupt one.
Although, given Gloria's contempt for human norms, and her relationship with Machiavelli, you'd think she would ask him to help her become a demon through some means. He certainly could do so, but ironically, Machiavelli actually does see value and strength in humanity, and he'd suggest Gloria's humanity is an asset to her despite her outward rejection of it.
I'd go as far as to say that Machiavelli feels some affection for Gloria. Don't get me wrong, he values profit and his craft above all else, and he'd sell her out for self-preservation's sake in a heartbeat. But, if it came to that, he would miss her a little. Gloria fully understands this, and in theory, the feeling is mutual. In practice, selling out her business partner - perhaps the closest thing she has to a friend - might be a little harder for her...
...Then she'd probably think that's the real reason Machiavelli refused to make her anything more than human, to keep her limited by compassion. Of course we, the audience, know that demons are perfectly capable of compassion, just as humans are perfectly capable of cruelty, and Machiavelli knows this too. But for Gloria to think differently might be enough for her to turn on him.
Dang, maybe her dagger was a gift from him. Assuming it actually belongs to Gloria, and not to Trish... Hm, perhaps Trish managed to take it from Gloria during some pre-DMC4 encounter? Maybe she makes some comment about it to Lady when she returns Kalina Ann, how she knows how it feels to have a signature weapon stolen.
On a final note, given that white and orange are seemingly more associated with the Order Of The Sword (Agnus seems to wear the same color scheme), I wonder what colors Gloria normally wears? Perhaps blue, like her eyes and the feathers on her shoulders? I think her primary color should still be very bright to contrast her darker skin, so maybe a very light blue with darker blue accents?
EDIT: I've settled on a color scheme.