As far as "okay", what do you even mean? Legally you can do whatever you want.

If you're socially engaged with this person or know they'll see your work, then whether you're "socially" okay or not depends on your social circle.

Otherwise, who gives a shit if you make guro fanart? Methinks you know it'll upset them because you plan on posting it somewhere they'll see it. Otherwise why are you asking "is it okay" when you should just be drawing whatever it is you want to draw and quietly posting it somewhere?