GQ Lup B is a young and accreting, substellar companion that appears to drive a spiral arm in the circumstellar disk of its host star. We report high-contrast imaging observations of GQ Lup B with VLT/NACO at 4-5 mu m and medium-resolution integral field spectroscopy with VLT/MUSE. The optical spectrum is consistent with an M9 spectral type, shows characteristics of a low-gravity atmosphere, and exhibits strong H alpha emission. The H - M' color is greater than or similar to 1 mag redder than field dwarfs with similar spectral types, and a detailed analysis of the spectral energy distribution (SED) from optical to mid-infrared wavelengths reveals excess emission in the L', NB4.05, and M' bands. The excess flux is well described by a blackbody component with T-disk approximate to 460 K and R-disk approximate to 65 R-J and is expected to trace continuum emission from small grains in a protolunar disk. We derive an extinction of A(v) approximate to 2.3 mag from the broadband SED with a suspected origin in the vicinity of the companion. We also combine 15 yr of astrometric measurements and constrain the mutual inclination with the circumstellar disk to 84 +/- 9 deg, indicating a tumultuous dynamical evolution or a stellar-like formation pathway. From the measured H alpha flux and the estimated companion mass, M-p approximate to 30 M-J, we derive an accretion rate of M approximate to 10(-6.5) M-J yr(-1). We speculate that the disk is in a transitional stage in which the assembly of satellites from a pebble reservoir has opened a central cavity while GQ Lup B is in the final stages of its formation.