Killy Gagley serves as a core member of the Good Thunder team, piloting the Jack Knight jet. This jet docks into the GoShogun robot's right leg during combat, making Killy integral to the mechanical function of both GoShogun and the smaller combining robot Try-3. Before joining the team, he had a criminal record due to an arrest warrant issued after he took responsibility for a crime committed by a friend.

In the film sequel's narrative, Killy appears alongside former allies and adversaries at the bedside of comatose teammate Remy Shimada, following her car accident. Within Remy's near-death subconscious struggles, he manifests as one of five figures from her past symbolically supporting her. This includes a surreal desert sequence where the group reassures the disoriented Remy, reinforcing their connection. He also appears during a dream-sequence bar brawl reflecting Remy's internal battles, demonstrating combat readiness alongside Shingo Hojo while positioned back-to-back in a defensive stance.

His background as a fugitive-turned-hero and his steadfast presence during a teammate's ultimate crisis remain consistent aspects of his portrayal across the series and sequel film.