I see the Etherscan problem is the gas cost adjustment the bigger the nominal gas you manage the faster the transaction you use. indeed some markets provide automatic gas costs and no manual setting so sometimes we have to be patient during inter-market transactions.
gas cost have nothing to do with the issue mentioned by OP . he clearly said issue in balance of tokens , so that do not happen bcoz of high or low gas price on ether network . it is just site issue which appear many times , at least i have seen it 6-7 times in last 6 months .
also the issue you are talking of gas will only affect a transaction which will not appear on etherscan until gas price normal .