Ruby on Rails

I've used RubyMine for a while and it has grown in me. Its learning curve can feel steep, but it is very powerful.

To get those message to go away you must install the gems inside of RubyMine's ruby executable, which is not necessarily the same ruby executable that you are used to running on the command line. You can do in the Preferences. 

It sounds to me like you actually didn't spend enough time with each of the IDEs you investigated, if you rejected them immediately upon finding your first hiccup that says to me you didn't really go very deep with them at all. Any IDE is a significant investment of your time -- I would say about at least a month to get fully proficient working with it.

Also unless an editor has a Go-To-Declaration (Command-B) I don't consider it a first class IDE. This is the most significant thing I look for an IDE -- not only did it change my entire worldview as a software developer, it even changed the way I write Ruby code.