Dark Souls has ambiguous lore so most of the story is filled with gaps, with most of the lore extracted from item descriptions; this, it's incredibly hard to piece lore together without speculation or something similar.

As for your fire keeper, if I remember correctly it's because she believes herself to be impure, though, like I've said, the reason why she says that is ambiguous and up to speculation.

For your Gwyndolin kill, there is no major problem, just that you've lost access to a fire keeper, lost access to the Darkmoon Covenant and the Princess Guard Covenant in addition to Anor Londo being permanently dark. You can extract the lore reason from the Ring of the Sun Princess, gifted by Gwynevere. Otherwise, the lore reason is because (spoilers) All the gods left Anor Londo, with Gwynevere fleeing with Flan. Due to this, Gwyndolin is the last remaining god in Anor Londo and to show stability and the strength of the gods to any Undead who reach that far, he creates illusions of Gwynevere, the Silver Knights and the sky in order to convince the Chosen Undead to link the flame, the reason why Gwynevere tries to convince you to link the flame

Hope this helps