Fine to put as an appendix to my statement of purpose the paragraph explaining the gaps in my transcripts?
This would be fine. One fundamental point of the personal statement is to allow you to comment on anything unusual in your records (gaps in education, a semester when you got sick and had low grades, etc.)   

In general, you can format the statement of purpose however you like. Using clear signposts (such as section headings) can make it much easier to follow. 

Remember that the person reading your personal statement probably has a large stack of them to read, so making their job easier can only help you.