Is the EV3 compatible with a 3rd party I2C gyroscope?
Yes, Mindstorms is incredibly hackable. You can use whatever 3rd-party analog, I2C, or UART devices you want with the EV3 brick. According to the hardware developer kit documentation:


  The EV3 platform supports the same level of I2C communication as MINDSTORMS NXT. This means that
  system support a maximum of 9600 bit/s and maximum 32 bytes communication buffers. All I2C
  communication is running within software drivers. External devices are required to include pull-up
  resistors on both pin 5 and 6 on 82K ohm. If multiple sensors are used on the same bus the total
  impedance needs to be adjusted accordingly.


Obviously, the standard Lego programming software will not be able to utilize custom devices, but pretty much any 3rd-party firmware will allow sending custom I2C read/writes.