That’s it correctly: 📑 Status Effects (Buffs and Ailments) and Stacks - Dead topic see link in post #190
Keep in mind that the special specifies the following:
When the effect ends, the owner deals damage to all enemies – each hit taken during the turn duration increases the damage dealt to all enemies
That means when you used Guardian Gazelle to remove the status from Gullinbursti, it ended the effect and damage was dealt to An-Windr.