Catching Elephant is a theme by Andy Taylor
Those who define it as a slur are those who are not Rroma (or Walking People).
The word gadže (gadje/gorja) is a Rromani word that literally means “non-Rroma”.
We also use gadžikane to mean “in a non-Rroma way”.
It is not a slur, it is just a word that applies to anyone who is outside.
I suppose, it’s like saying “European” or “non-European”.
HOWEVER, it CAN be used in a negative way, but usually is prefaced by a cuss word or some other negative word. Just like you could call someone a fucking rabbit and they’d get the idea.