What's in the .gz file? a ,CSV? a .JMP?
Can you post a small one here?
I think what might be happening: your first open() statement may be launching an external program that expands the gz file, asynchronously. It probably does that in the same location, and removes the trailing .gz extension.
I'm not familiar with an external program that behaves that way on Windows, so I'm making a guess. If I'm correct, you could use two JMP functions, LoadTextFile(...blob) and GZIPUncompress to do everything internally and avoid the asynchronous external program. Or, you might be able to use RunProgram to run the external program and wait for it to finish.
On Windows, in an explorer window, you can right-click one of the .gz files and see what program Windows uses by default to open it. I'd like to know what program might be doing that for you.
Craige