Mushroom Go/WMG

Captain Martello is one of the Koopalings

 * While we haven't seen her face yet, she seems to have some innate authority (How do you think she got ahold of the Chainless?), HORNS, and SPIKED ARMBANDS... Bowser and his family are the only ones I've ever seen with that particular accessory.
 * Jossed, her father has been shown.

Captain Syrup will make an appearance.

 * Because the crew of the Chainless are pirates, and there's the Brown Sugar Pirates on the ocean (Will probably be the Black Sugar Gang when we see them.) Besides, the S.S. Teacup vs the S.S. Chainless would make for an awesome story arc.
 * Not to mention a fight between Mc Coy the Raven and the MG version of Bobo the Crow would likely qualify as a Crowning Moment of Awesome for the comic.

The thing Go was running from in the first place is treason.

 * After all, what would be a greater offense in the Mushroom Kingdom than a Toad just readily GIVING Peach over to Bowser? And then he felt such remorse over it that he didn't care about his own life anymore, and then the story started with him in the desert about to die.

Guy is a girl.

 * Sexy maid outfits do not lie.
 * There is also what appears to be a modest bust in some shots.

Captain Martello is a Half Koopa Hybrid
The other half is Buzzy Beetle. Well, not half, more like quarter- she has a Buzzy Beetle grandparent, and that's why she and her father were so flame-resistant, and why they have drastically reduced beaks.