Solution:
What you could do is the following
RewriteEngine On
# Only apply if no rewrite
RewriteCond %{ENV:REDIRECT_STATUS} ^$
# Only apply if request starts with /gz/
# followed by at least one character and ends with .php
RewriteCond %{REQUEST_URI} ^/?gz/[^.]+\.php$
# Redirect to the same location but without .php ant the end
RewriteRule ^/?(.*)\.php$ /$1 [R=301,L]
# Only apply if request starts with /gz/ followed by at least one character
RewriteCond %{REQUEST_URI} ^/?gz/[^.]+$
# and the request it not a real directory
RewriteCond %{REQUEST_FILENAME} !-d
# and the request it not a real file
RewriteCond %{REQUEST_FILENAME} !-f
# Rewrite the request with .php at the end
RewriteRule ^(.*)$ /$1.php [L]
So if you request e.g. /gz/gz5.php is will be redirect you to to /gz/gz5 and if the request is /gz/gz5 it will rewite to /gz/gz5.php