In the Sopranos they use
gumar to indicate the mistress, but they invented this slang. I believe they derived it from "comare", which is an old fashioned way to address a female "companion".
Gumba seems to be another thing, maybe as - McKenna suggests - it is
cumpa', which is a short form for "compagno" (again, "companion", "alike") and was used the same way as "paisa'" (slang for
paesano, literally someone from the same town and, by extension, from the same country).
This kind of slang is derived from Sicilian dialect and it is quite unique, as well vastly influenced by Arabic. It is very hard to understand since it is very different from the standard Italian spoke nationwide.
what "Minccheya madonna basta che non fumma" means?
I believe what was said is this:
Minchia, madonna! Basta che non fuma, which contains a grammar mistake since it should be "che non fumi", but it is the kind of mistake widespread in lower classes or uneducated people.
It means "To hell, Holy mother! As long as he/it doesn't smoke!"
it could mean the act of smoking a cigarette/cigar or something smoking (such as a car engine at fault)
Minchia literally means "dick", and it is used to express that the speaker is bothered.
Madonna, the Holy Lady mother of God, just a blasphemy.