On the topic of the Collective as a Gang: To be perfectly honest I see little reason why one move, not to be fucked with would ever apply to a single character more then once in the same instance. If you have three or four bodies fighting simultaneously in the same battle, I'd be inclined to say that you count as a gang. You'd not be a small gang, you'd just track harm on a 6 tick clock shared by the collective for that battle. The gang rules provide a more organic way to handle mass combat, specifically for NPCs (to which the Macaluso is most similar). If you took not to be fucked with, then it would apply once, counting you as a small gang. If the MC was particularly lenient, then it might count as a medium sized gang, although I see little reason for that.
Isolated, each body with NTBFW would have 2-3 harm before death and count as a 3 harm small gang. They'd deal one more damage and suffer one less per size category higher as normal. This wouldn't change the number of harm ticks or how severe each instance of harm is to that isolated body.
If you had the collective gather all together, you'd get to use the higher of each of the stats and have somewhat similar durability as all the other players by using the gang harm counter. Since you're still one mind, and one PC, I dont see any real reason to award the size advantage. Counting the harm as a gang provides a benefit all on its own (and risk), even if they still counted as a collection of individuals and didn't get the size bonus. Then giving them NTBFW increases the size as normal.
Remember gangs are more durable as a whole, but less durable in their parts. So while that Gunlugger might suffer 5 harm and be nearly dead limping off, he's not lost anything yet. Meanwhile 5 harm dealt to a Macaluso collective would have all but one of the forms fatally wounded or dead. This would also keep to the spirit of the fiction because it wouldn't make the Macaluso turn the Gunlugger move into something more then what it was for the Gunlugger. Instead, it would allow them to keep approximately the same power level handled differently, as per the fiction. Which is far more interesting then trying to find a shortcut to break the rules as written. As always, you're more then welcomed to handle this in anyway you and your MC agree upon. The a risk to fighting with all the Macaluso's parts inside a single battle, is that if they all die in the same fight, the MC is clearly within their rights to say that's the end of that. You're dead. So talk it over with the group and see what everyone wants to do. It's no fun having someone else's ideas of immortality shoved down your throat, especially if it doesn't flow with the fiction.
On the topic of Frenzy: I feel that this also brings the mob frenzy, as described above, in line with its uses with other classes. It should be no more effective then if any other PC would be using that mob. In keep mind that the larger of the two gangs should determine the value of harm dealt. This could alter the NTBFW to 2 harm x size gang if the frenzied mob was the larger. Also, you should keep in mind that neither the Macaluso nor the Hocus have leadership or pack alpha naturally, and without one of the abilities that mob is going to break when it starts to suffer real harm.
On the topic of Multiple Simultaneous moves: I need to reiterate the difference between four people use this move and one macaluso uses this move from any of four different sources. The move applies to the whole. If you go aggro on a person, then part or the whole goes aggro on them. You don't get to go aggro on them four different times simultaneously. If the collective together makes a move on someone, they all together do it once, or part of them do it once. This mindset should apply to every move in any playbook. So getting four violation gloves to brain-puppet someone four times at once is pretty ridiculous. If it were being done as a collective to simultaneously target three or four different npcs (and you had 3-4 rare to find violation gloves...), then that's another thing all together–but I'd still be tempted to say that its a single roll and the effects all are combined as well. So in the case of in brain puppet strings the hold would apply to the target's collectively and the suggestion had to be the same in each of their brains. So if you spent 1 hold to cause 1-harm, then it would either deal 1 harm to that single guy, or 1 harm to all of them, but in either case it would use up 1 of the possible 3 hold. For the above unlikely example, to do it simultaneously might also require an acting under fire roll. Which could determine how many are effectively targeted by the move, or if the complex attempt screwed up your chances.
On the topic of Sustaining Influence:Personally, I'd be inclined to say that there would need to be a time lapse between one part of the collective dying and the next being brought into play. So as more of the parts die, the surviving parts might actually get threatened and seek to quickly get the fuck out to spread the collective out into the masses again. That would be far more cool to me then an immortal man-meat-grinder. However, that's just my own opinion.
On the topic of +1 any stat: The +1 any stat is clearly listed below the first improvement line break. Which suggests, like all the moves listed below the line, that they can only be taken as advanced improvements. Meaning that you would not be able to take the +1 any stat as a Macaluso before you've taken five other improvements.
Keep in mind that to give a Macaluso gang armor, you'll need to pay for it for each member of the collective. So when the armor gets torn up and shredded by the bullets or other harm, it'll be surprisingly expensive to keep outfitting the Sustaining Influence reinforcements. This applies the same with all rare or hard-to-find find equipment. That's up to the MC to determine whats easy to find and what's not however.