Alright so I watched the video. The whole theory is that the Gman isn't a human. That's the whole thing. There's some other info on the side like voice actor coincidences and inclusion of (non-canon) Gearbox expansion pack lore, but there's nothing really more to it. I mean, forget, I wish I could get paid to regurgitate the story of a game in a non-insightful way.
And that screenshot it out of context. It's a from a one-off joke. Scared me, though.