In auto mode I will often hit exposure lock and adjust aperture and speed for a particular shot and then hit the button again to resume run and gun shooting in auto. Works fine as long as gain is not in auto. If gain is in auto is there a way to bump it up and down - or even a display to show what A mode is doing with gain?

No and no. Usually it's best to take Gain off of Auto. Think of it as a gRain control... how much grain and noise you're intentionally adding. It's too important to leave on automatic.