As we know, BG9 is probably one of the most mysterious Quincies to exist, because he died before any info could be revealed on what he was and why he even existed.
However, one theory I thought of (and one that might already exist) which I think is quite believable is, BG9 might actually be a robot containing the soul of Shawlong Koufang. I guess, this is a super-believable theory due to Shawlong's transformed form looking a lot like BG9. Either Shawlong's soul was put into a robotic shell, or his body was remodified into a robot/cyborg. Probably the former is more believable because we know Shawlong's body was destroyed by Toshiro.
A theory that coulda existed during the time when we were reading the TYBW Manga and the anime didn't come out yet, but would be proved false in PePe's story arc, is that BG9 might also have been a reconstructed version of Luppi Anteror. I dunno, the 2 just seem similar in ways that they have artificial tentacle-looking weapons. But aside from that, I don't think this would be a believable theory, due to them not bearing much similarities aside from.....tentacle-esque weapons. And besides Luppi was revived by Mayuri in the PePe story arc, so we can dismiss that.
Whatever theory someone may come up with, perhaps the true origins of BG9 will forever be lost to time, and never known. And that's just really sad he died early, because we'll forever be trying to think why he even existed.