Winsen gas sensors the majority use a heater resistor. It's a high power load, 170-200mA at 5V.
MQ-2 flammable gas sensor uses 172mA at 5V for its heater.
MQ-7B CO sensor needs a high/low heater where high heat (5V 172mA) burns off impurities and low heat (1.5V 52mA) to take a reading.
The problem is the Seeed Studio
"Grove Connector" shield fits on an Arduino Uno and has a 3.3V or 5V switch for VCC to who knows.
So using 3.3V power, the gas sensor and heater need 5V so there is a need for a boost-converter. The IC smt marking code I9AHK is SOT23-6, Foster Semiconductor but no datasheet on it.
Either way I would expect the main board voltage reg to get overloaded from the high drain, up to ~325mA with a 3.3V feed.
The module it's not a good design, it should take raw 9V or something in on another connector. No schematic for the shield either.