The Big Bang has nothing to do with gas (gas only forms later as the initial energy becoems fundamental particles which group together into atoms.
One possibility is that quantum tunneling created what is called a "false vacuum" - I won't try to explain because I'll probably get it wrong. Apparently according to theory this can happen even if all that exists can be mathematically described as space with zero volume - and that has got to be as close to "nothing" as makes sense.
You are right that invoking God to explain the universe simply moves the problem on - but people who just assume that God exists don't usually notice that.
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