Making a device explosion proof
First you should read up on the different ways of mitigating the risk. There's a few different, with different implications:


Ex d
Ex e
Ex i
Ex m
Ex n


Those are the main. Often a product will use many of the protection methods. 

Ex d is an approved enclosure, manufactured to withstand an internal explosion. That means that you can use normal equipment inside; and explosion inside will not spread to the outside. This means heavy metal, flame gaps and so forth to ensure that an explosion does not propagate. It is worth noting that Ex d doesn't mean whats inside the cabinet will function afterwards. Typically it will be destroyed in the explosion.

Ex e is increased safety. This is basically using components with a lower risk of igniting anything. For terminals, this may for instance be spring terminals that will not come loose with vibration, or other techniques.

Ex i is intrinsically safe. It does not contain enough energy to ignite the gases. This is achieved by limiting the amount of energy in a device, so that a spark can not ignite any gases. This is usually achieved by limiting current and voltage, and controlling inductors and capacitors.

Ex m is moulding the device. This may be embedding it in resin, so that no gas can access components, or similar.

This is a brief overview. Your device would probably not be Ex d. In short, you should combine many techniques. You may for instance embed the circuit board in epoxy, making that part Ex m, use Ex i for the actual sensor, and perhaps Ex e for the sounder. A think conformal coating is probably not enough to achieve Ex m, as for instance a burning IC will put a nice hole in that conformal coating. 

You will also have to define if you accept faults. As it's a leak detector, you will probably end up in zone 2, lowering the requirements. Note that the plant owner (e.g. home owner) is responsible for classifying zones - which I doubt many home owners actually do.

In addition you should look at gas group. Probably IIA (propane and so forth), and temperature T3 will be applicable to your use. This is especially important with protection method Ex i, as hydrogen for instance wreaks havoc with your available energy.

This PDF gives an broader overview of the protection methods than I have in this answer, but it merely touches the surface as well...

In short, based on the questions you are asking, you are not qualified to make such an device. The question basically tells us that you do not understand the Ex regulations, and have no insight in the different protection methods. I have some insight, and have engineered electrical systems in Ex environments, but I would in no way be able to safely design a complex device.