Someone posted all the translated Naruyuki Quest/Haphazard Odissey comics in a single place: https://imgur.com/a/Hpwpl
Reading through it all in one go, looks like the whole thing takes place in a sort of dream world where Kukri managed to pull the girls - oddly fitting, being something of a Sandman...
Completely forgot about that comic. Was a neat way of teasing it.
The more I look at gun-wielding silhouette, the more i'm convinced it's Love Heart and not a Metal Slug Character (which is a shame).