At first I thought ギャ meant girl, but after doing some googling, that doesn't appear to be what it is. What is シドギャ?
シドギャ is related to the band シド, the most popular Visual Kei rock band in Japan for all of you who don't know.
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シドギャ is short for シドギャル, so ギャ is indeed "girl." シドギャ refers to (usually female) fans of シド (SID). A similar word is バンギャ (likewise short for バンギャル), which refers to (again usually female) fans of visual kei bands.