Maybe I need to rewatch the scene, but I thought that Gwen was offering to help Merlin mourn the loss of Gaius (like she was sure he guilty...), so I thought that Gwaine's offer to go w/Merlin to try to find Gaius showed a willingness to believe that Gaius might not be guilty (or at least a willingness to help Merlin try to find Gaius regardless of whether or not he thought it was a useful trip).