In short, Ezri transferred to the Aventine as Second Officer. The Captain and XO were both killed in action (during a battle with the Borg IIRC), and she recieved a field promotion to the captaincy.
As for Gateways,
Demons of Air and Darkness and its followup "Horn and Ivory" are essential to the DS9-R. The other installments aren't really necessary if you just want to stick with DS9.