There were Gerudo Pirates in MM's Great Bay.I really liked how the Gerudo were handled in this game. As any nerdy Zelda fan can tell you, seeing the Gerudo have an expanded role is something everyone wanted. Their distinct culture separated from the Hylians, the dynamics of how an all-female society works, the fact that the big bad is one of them... all of these could lead to very interesting stories. There was no analogue for them in Majora's Mask, and they were hauntingly absent from Twilight Princess.
Interesting point about TP, though. Where were they??