Sunfire said:
I was considering these 2 processes
Which, now that you've given some details, raise other subtleties. Don't feel bad, that often happens with relativity problems

; but that's why it's good to look at a concrete example. See further comments below.
Sunfire said:
(A) volume of gas with mass ##m_0## is stationary in a lab. frame, moving with velocity ##v##. From a stationary frame, the gas appears to have energy ##m=\gamma m_0##. The gas is then pressurized (say, pistoned in from all directions) in the lab as the lab keeps moving. The pressure adds internal energy equal to ##m##.
So we have a system with total energy ##m## in the "observer" frame, i.e., the frame in which the "lab" (not a good choice of terminology, IMO, since in most relativity problems the "lab" frame is at rest, but we'll go with it

) is moving with velocity ##v##. What happens when we pressurize the gas? Consider first the process as viewed from the lab frame: we have a set of pistons that push on the gas in all directions, so that no net momentum in the lab frame is imparted to the gas. So in the lab frame, we have a gas that starts with energy ##m_0## and ends with energy ##m_0 + m##, and its momentum in the lab frame remains zero throughout.
Now transform to the observer frame. We have a system moving with velocity ##v## whose total energy starts out as ##m = \gamma m_0##, and ends as ##\gamma \left( m_0 + m \right) = m + \gamma m = m \left( 1 + \gamma \right)##.
But we've left out something: where did the energy come from to drive the pistons? Energy is conserved: if we applied pressure to the gas, we must have had some energy source in the lab frame, say a battery driving electric motors that pushed the pistons, that contained energy ##m## in that frame. So the *total* energy in the lab frame, counting the gas plus the battery, was ##m_0 + m## before, and is still ##m_0 + m## after; all we've done is move energy ##m## from the battery to the gas.
Now look at things in the observer frame in the light of what I've just said. We started out with a system with total energy ##\gamma \left( m_0 + m \right) = m \left( 1 + \gamma \right)## in this frame, and we ended with a system with the *same* total energy. The energy just got shifted around internally in the system; we started with energy ##m## in the gas and ##\gamma m## in the battery, and we ended with all the energy in the gas.
For completeness, if we want to calculate the momentum in the observer frame, the total momentum also is constant at ##\gamma \left( m_0 + m \right) v = m v \left( 1 + \gamma \right)##. Before the experiment, the momentum is split between the gas and the battery; the gas has momentum ##\gamma m_0 v = m v## and the battery has momentum ##\gamma m v##. After the experiment, all the momentum is in the gas. (Of course we're idealizing the battery as having zero rest mass when it's discharged; but let's not open more cans of worms than we have to.

) So if we just look at the gas by itself, yes, adding internal energy adds momentum as well, if the gas is moving. But if we look at the whole system, we didn't "add" any energy or momentum; we just shifted it around.
Sunfire said:
(B) volume of gas with mass ##m_0## is stationary in a stationary lab. frame. The gas is then pressurized, so that its total energy becomes ##m##. The lab into which the gas is found, starts moving with velocity ##v##, so that any mass ##m_0## at rest in the lab appears to have energy ##m=\gamma m_0## in the stationary frame.
Here we start with a system with energy ##m_0## in the observer frame. We add energy to it so its total energy is ##m##. Of course that means, once again, that we must have had a battery or something storing the energy to push the pistons that compress the gas and increase its internal energy; here the battery must have stored energy ##m - m_0##. But that's less of an issue here since nothing is moving until after the pistons do their work.
Then we start the gas moving with velocity ##v##, which gives it a total energy of ##\gamma m## in the observer frame. So we must have had a *second* energy source, containing energy ##\left( \gamma - 1 \right) m##, that we used to get the gas moving. The simplest way to do that would be to attach a small rocket to the "lab", containing that energy, and let it fire until its fuel is exhausted. This obviously imparts a momentum ##\gamma m v## to the gas, in the observer frame (and the rocket exhaust has a corresponding momentum of ##- \gamma m v##, so total momentum is conserved).
(Note: technically, the rocket fuel would have to contain more energy than just ##\left( \gamma - 1 \right) m##, because it has to supply the energy that goes into the rocket exhaust as well. Since that won't affect the final energy of the gas in the lab, I won't open that can of worms either.

)
If we look at this in the "lab" frame after the lab is moving, the total energy is just ##m##, as before; nothing has changed (assuming the rocket we attach is an idealized one that has zero energy once its fuel is exhausted, similar to what we assumed for the battery in the previous case above). We could, if we wanted, split this into an "original" energy ##m_0## of the gas, and an "added" energy ##m - m_0## that was supplied by the pistons; but again, that's all unchanged from before we set the gas moving. The process of setting the gas moving did not change its internal energy or its rest mass at all.
Obviously these two cases are different; I assume you intended that.