There is considerable discrepancy between the amount of X-ray absorption and that inferred from optical (rest frame UV) as measured along gamma-ray burst (GRB) sight lines, with the former being typically an order of magnitude higher than what would be expected from the measurement of neutral element species via optical absorption line spectroscopy. We explore this missing gas problem by using X-ray and optical measurements in a sample of 29 z=0.7-6.3 GRBs from both spectroscopic data and the afterglow broadband spectral energy distributions. The low ionisation species detected in the UV are associated with the neutral interstellar medium in the GRB host galaxy, while soft X-ray absorption, which is weakly dependent on the ionisation state of the gas, provides a probe of the total column of gas along the sight line. After careful consideration of any systematic effects, we find that the neutral gas consists of less than ~10% of the total gas, and this limit decreases with the more ionised that the X-ray absorbing gas is, which in our spectral fits is assumed to be neutral. Only a very small fraction of this ionised gas, however, is detected in UV absorption lines with ionisation potentials up to ~200eV (i.e. SiIV, CIV, NV, OVI), which leaves us to postulate that the X-ray excess is due to ultra-highly-ionised, dense gas in the GRB vicinity.
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