Dont over complicate this. It is very simple problem. Just leave the red wire alone. No one here knows for sure what it is used for but it doesnt matter. Every electrician/homeowners wire things a little different. It could be right or wrong but if everything works dont worry about it.
Without using the red wire you can use the diagram you provided. The only thing to figure out is what wires is the hot feed. The easiest way to find this out is to turn off the breaker and disconnect one set of black and wire wires. Then put a separate wire nut on each and turn the breaker back on. if the outlet still works then the wires connected are hot. If not then obviously the wires you took off and capped are. Now you have to decide if you want the rest of the outlets on this series to be protected by the GFI and connect your load wires up accordingly. It will be label on the back of the gfi which load connection point is protected.