You will find the answer in the T&C of your broker (or service provider).
For example, the T&C in my spreadbetting provider (I'm in the UK) says they will close a trade at the stop order price unless price gaps beyond it, in which case they will close the trade at the earliest opportunity if price is still at or beyond the stop-loss price you set. So a gap down below the stop set on a long position will lead to a larger than expected loss, unless either price instantly rises above your stop-loss order before the firm has the chance to close you out, or you pay for the use of a guaranteed stop-loss order. This is treated as if it is always executed at the GSL price, even in the face of gaps etc.
On limit orders they say -
"A Limit Order is an instruction to deal if Our Quote becomes more favourable to you. A Limit Order can be used to either open or close a Transaction. Each Limit Order has a specified limit level, set by you, subject to our acceptance. A Limit Order will be triggered if our bid or offer price (as appropriate) moves in your favour to a point that is at or beyond your specified limit level. Once a Limit Order is triggered we will seek to open or close a Transaction at a level that is the same or
better than your limit."
Not sure if limit orders are the answer to the gap issue.
I never use stop limit orders or GSL's. I accept a certain amount of gapping is possible, though I trade mostly forex and indices so they are infrequent and small. I would be less happy trading small cap or very volatile stocks, or very volatile markets like crypto-currencies for this reason.
Remember that some gaps will be positive, so as long as you can stay in the game there is potential upside.
