Initially, Galdo and Fang were rivals because Zenke forced them to fight. After failing to beat Fang, he told Zenke he was sorry for losing but Zenke aimed to cut him down regardless. Right before the finishing blow, Fang saved Galdo which caused the latter to pledge his loyalty to Fang. After the singularity, Galdo once again betray's Zenke, giving Fang a fury in which to fight Zenke with and right as Fang offered Zenke a place in his group, Zenke tried to take advantage of the opportunity to kill Fang only for Galdo to save Fang's life and strike down Zenke himself. Galdo remarks that the reason Fang knew his name without him knowing is because they must have been connected by the "red string of fate".
Galdo looks up to Fang as not only a best friend, but a mentor. The two are so amazingly similar that you couldn't honestly tell the two apart if it wasn't for Galdo's unique dialect. The two also had similar reasons for becoming fencers (namely, wanting their wishes of food getting granted) so it's natural that they'd hit it off instantly.
Galdo views Tiara as an ally and friend, even if she didn't view him as one initially. While he assuaged her worries and told the group that it was true he had worked for Zenke, he had turned over a new leaf as of meeting Fang. Despite saying this, his relationship with Tiara was rocky until he took a blow or two for her, causing her to apologize for the way she was treating him and begin to genuinely view him as an ally.
Galdo and Harley share a Little Brother/Big Sister relationship, in the sense that Harley offers Galdo advice like most members of the group. He once saw Harley come out of the shower in the full buff, commenting that she had a "Nice Body" only to be clobbered by Tiara moments later for his perverseness.