It looks like only Cold damage part of Cryokinesis hits is increased by Toxic Gas grenade's debuff. Noticed it during Black Crawler fight, playing lvl 16 MT+PK pure psi character, while having Black Crawler under 9 (iirc) stacks of the debuff - which should almost double all damage taken.
Attached is a screenshot with combat log showing numbers for last Cryokinesis hit, where physical damage remains in damage range displayed by pop-up window for Cryokinesis (if to sum up displayed resisted and inflicted parts of physical damage of this Cryokinesis hit), so it's not anyhow buffed by Toxic Gas); while cold damage of the same Cryokinesis hit - is properly being doubled.
P.S. Hella good fight with a level 16 glass cannon psi char on Dominating; actually ended it with just 4 hit points remaining, and it was 5th try. It'd definitely help if this bug would not be present, yep.