The problem with using a gas - any gas - is that gases are compressible. So if someone punched, bit or stabbed your creature the gas would be squashed down in front of the blow, and not be as great a protection as you want it to be.
Also gases are really good at shifting elsewhere within a container. Think about holding a long, thin balloon by the middle. If you clench your fist, the air in the middle rushes away from your hand and makes the ends of the balloon bulge out. Anything inside the middle of the balloon would be crushed by your grip, and not protected by the gas at all.
Methane and ammonia have biological problems: there are a whole host of micro-organisms which would love to feed on those gases (methanotropes and ammonia oxidisers). You have just created a lovely environment for those to live in. Therefore you've given your creature's immune system a massive problem to keep the bacteria populations of those gas pockets under control.
Finally spider silk, as pointed out by L.Dutch in comments, is not that great at resisting compression. No-one has ever cut themselves on a strand of spider silk. Most things will punch or pierce their way straight through it.