Can I use Shelly BLU motion sensor without a gateway, i.e. raspberry pi running HA directly capturing the events from that? Is it possible? I am asking because I am new to Shelly ecosystem and I don’t have any other Shelly devices at home (to act as a gateway).
No, something must act as a gateway - either a USB dongle they sell or any gen2 Shelly device. Better to use a gen2 device like a relay or the like as you are getting more bang for your buck (automating an additional wall switch, for example)