The club chose not to take up their option for another year, and confirmed that he would be released when his contract expired. Gunning joined League One club Oldham Athletic on a short-term deal on 6 August 2015. He was released when the contract expired on 28 August, having made only one appearance for Oldham, against Middlesbrough in the League Cup at Boundary Park. Gunning returned to Dundee United in November 2015, signing a contract for the rest of the 2015–16 season. On 12 April 2016, Dundee United announced that Gunning had left the club by mutual consent, describing the decision as "a private matter". This came three days after a match against Inverness Caledonian Thistle at Tannadice during which Gunning, in what was described by the media as "a bizarre incident", had picked up the ball during play and walked off the pitch. He subsequently returned to the field to receive treatment for an injury before being substituted. It was reported that he had "sarcastically applauded" fans who verbally abused him over his conduct. Despite the club statement, manager Mixu Paatelainen subsequently clarified that while Gunning would not be considered for selection, he remained a Dundee United player and could return to training if he wished "or take an early summer holiday". Gunning had a trial at Southend United in July 2016. He signed a short-term deal with Scottish Championship side Greenock Morton in September 2016. Manager Jim Duffy tried to secure him on a longer stay at Cappielow, but was unable to compete with the money offered by clubs in England. After he chose not to extend his contract with Morton, Gunning returned to England and signed for EFL League Two club Grimsby Town on 5 January 2017 until the end of the 2016–17 season. After making 14 league appearances he was released by the club on 10 May 2017. He later admitted he was overweight during his time at Blundell Park and that he did not enjoy his time with the "Mariners". Gunning signed a contract of undisclosed-length at newly-relegated League Two club Port Vale in July 2017, having impressed manager Michael Brown on trial. He was sent off on his second appearance for the "Valiants" after picking up two yellow cards in a 4–1 defeat to Leeds United in an EFL Cup first round match at Elland Road on 9 August; Brown described it as an "extremely stupid" dismissal. However he impressed playing out-of-position at left-back under new manager Neil Aspin, who said his "heading and challenging has been first class".