The problem is that taking gunblade on Kai'Sa doesn't give you the stats you need to evolve as efficiently as possible. It is also not very powerful compared to stormrazor in the laning phase, and an awkward build path for her. It's just not as efficient overall.

I like that you are experimental with her and trying new things!

However, your main objective as Kai'Sa is to scale up as best as possible, and deal the maximum amount of damage. While Nimbus Cloak and Celerity might feel nice, I can tell you with certainty that the setup I recommend is much more valuable on a her. While Kai’Sa can be played hyper-aggressive, she's not exactly a burst-type of champion. You’re job on Kai’Sa is to put out consistent DPS, and then occasionally jump in to follow up, or make a quick positioning correction to help you outplay. Running Absolute Focus and Gathering Storm is going to give you much better DPS for teamfights, and give you a much better edge.

While you do want to be as slippery as possible in teamfights, you’re Killer Instinct and Supercharge definitely provide enough self-peel on their own. Adding more consistent damage to your kit is going to benefit you the most.

Hope this helped with any confusions! And best of luck as you continue to learn Kai'Sa!