You are correct. All planeswalker cards have received errata to give them the supertype Legendary. Changing types does not change the supertype. Activating the <0> ability of
Gideon of the Trials will give him the type line of "Legendary creature planeswalker -
Human Soldier Gideon". Arvad will give creature Gideon +2/+2. just like if you had
Glorious Anthem on the battlefield, creature Gideon would get +1/+1 from that.
Happy Brewing!