You're intentionally depending on the "personality" of each gas sensor to get data measuring unknown features, so you can't expect consistency from sample to sample. Anything that was completely portable between different sensors would inherently be less powerful.
Most high-accuracy systems incorporate an onboard calibration target of some kind. Could be a gas cell (either sealed or consumable) or a special lamp etc. Or you buy an instrument that comes with calibration coefficients from the manufacturer. For example if you sell spectrometers, you put in the grating and manually adjust it for the desired range. This is the case for cheaper instruments (eg Ocean Optics) as well as expensive bespoke systems which are all hand built. Even if the grating and mirror mounts are fixed, the tolerance in manufacturing is rarely good enough that calibration isn't required. It's way cheaper to do some relatively low accuracy machining and then just epoxy all the screws down.
In this case you'd probably calibrate each sensor to a standard chemical sample and then use the calibration output. You could train on that, not the raw samples and then you have a model that works on all devices.
You're intentionally depending on the "personality" of each gas sensor to get data measuring unknown features, so you can't expect consistency from sample to sample. Anything that was completely portable between different sensors would inherently be less powerful.