Using large supercells models and the KKRnano multiple scattering approach, statistically meaningful information is obtained on the distribution of local densities of states, magnetic moments and distance dependent exchange interactions for interstitial N or O or Ga-vacancies in Gd-doped GaN. The exchange interactions between N-interstitials (Ni) and Ni with Gd are found to be shortranged and mainly antiferromagnetic, while exchange interactions between Gd are negligible. For O-interstitials, the ferro-and antiferromagnetic interactions between Gd and Oi are roughly cancelling each other, and the Oi-Oi interactions are ferromagnetic but very short-ranged. The Fermi level dependence of these interactions is studied. The difference between Ni and Oi behavior is related to the filling of up and down spin partial densities of states, which promotes antiferromagnetic super-exchange and ferromagnetic double exchange for Ni and Oi respectively. On the other hand, Ga-vacancies provide significantly stronger and more robust ferromagnetic interactions between moments localized on N near the vacancies and may reach the percolation threshold for concentrations of order 5 %. The role of strain in films grown under different conditions on the vacancy concentration is discussed.