Actually, "y" from "yeux" is a semivowel. Then, the air flow pass without much trouble. In a consonant sound, the air find a barier, that can be total or parcial. When the air flow is completely barred, we have a plosive consonant, and when the air flow is parcialy barred, we have a fricative consonant. Th "gn" sound in French is a nasal palatal consonant, that is made with a total barrier of the air in the palate (in nasal consonantes we have generally a complete barrier in the mouth, as in plosive consonants). It sounds like the "ñ" in Spanish and the "nh" in Portuguese.

I'm sorry, but /gn/ in "gagner" is not a velar but a palatal nasal. You put your tongue in the same position as you do a "y" in "yeux" and let the air pass through your nose. A velar nasal is usually spelled as "ng" in English, as in "king." You put your tongue in the position of "g" and the air passes through your nose. It is said that French lacks the velar nasal except for a few borrowed words, such as "parking".