I think Gyp was just curious and concerned as to why someone who as far as he knew owed allegiance to Nucky and Lucky, was giving him information that would allow him to kill them. I think he just wanted to make sure it wasn't some sort of setup. He also may have been re-evaluating Gillian as a player in her own right.

I think Richard will know that it was Gillian and inform Nucky. I don't think Richard was involved. If he had wanted to kill Nucky, Nucky would already be dead.

"When the snows fall and the white winds blow, the lone wolf dies but the pack survives."
Winter is Coming

Now this is the Law of the Jungle—as old and as true as the sky; And the wolf that shall keep it may prosper, but the wolf that shall break it must die.
As the creeper that girdles the tree-trunk, the Law runneth forward and back; For the strength of the Pack is the Wolf, and the strength of the Wolf is the Pack.