This doesn't need a long introduction I assume? I'll just drop off my personal thoughts and feelings about this and then you can jump in and give your opinion on the matter :D
I love the bond between Gwaine and Merlin! I'm not so sure why Merlin thought it was a good idea to ask him to come along to help Arthur, but I'm glad he did. I like to think Merlin just had a good feeling about the chances of Gwaine coming along, and you have to admit he's a fun and capable guy to have as company when you're sitting by a fire somewhere in the wilderness on your way to unknown dangers.
To me Gwaine and Merlin are friends. Merlin is apparently Gwaine's only friend, and Gwaine is one of Merlin's best friends. I love that they established that, said it out loud, looking each other in the eyes when saying it. And they're even the kind of friends who hug!
But to me it's still Arthur/Merlin OTP. Merlin would love to get recognition from Arthur for what he does, but since Arthur doesn't know what Merlin does he's excused for not appreciating Merlin for it either! And Merlin is well aware of that. He knows Arthur's worth, trusts him to become the great king he's destined to be. And Arthur may not know just how much Merlin does for him, but he certainly knows Merlin to be loyal to the point he even disobeys a direct order to not help him, and help him anyway. And he genuinely cares for Merlin; when Merlin gets trapped the only thing on Arthur's mind is to get Merlin out of there, quest forgotten.
*) That's short for 'So I see some people still considering Arthur/Merlin as their OTP, some people swapping to Gwaine/Merlin and others happily slashing both pairings and sometimes making it a threesome. I'll give you my take on this and I'd like to hear how this works for you'. I didn't mean to lead people into battle. As far as I'm concerned you can all ship and slash to your heart's content, I'm just curious about your thoughts and feelings.