Is there any gasses in the neritic zone?

This depends on the density of the gasses for some like helium which is lighter than air, floats to the top of the atmosphere and heavier gasses like carbon dioxide stays on the bottom of the...

many marine animals such as dolphins

Neritic Zone: the area of the ocean that extends from the low tide line out to the edge of the continental shelf.

Most photosynthesis life such as plankton are located in the Neritic Zone

Any animals in the coral reefs (eels, star fish, sharks, seaslugs, crustaceans, etc), dolphins, sea turtles, plankton. Think of the "neritic zone" as coastal waters (extending from the low tide mark...