Hey @patrickvibes,
I can probably if you haven’t figures this out already I can probably assist you in creating a walker that will work fo Gumby. It seems that the menu structure is pretty close to that of Bootstrap.
My walker contained a bunch of other featured such as dividers and icons that are not supported by Gumby so there is actually a lot the can be stripped out. The reason that you don’t see the closing tag is that it’s actually handled by WordPress core’s Walker_Nav_Menu class. The wp_bootstrap_navwalker simply overrides the parent class for the functions we need to customize and everything else falls back on the parent class.
-Edward