When dealing with HER and OER, it is essential to saturate with H2 and O2, respectively. Failure to do so may result in shifted values in your potentials. This phenomenon is explained by the Nernst equation. I encourage you to consult the reference: "Recommended Practices and Benchmark Activity for Hydrogen and Oxygen Electrocatalysis in Water Splitting and Fuel Cells," particularly equation 1 and the accompanying explanation.
In cases where you want to exclude ORR, for example for Pt characterization, N2 or Ar is utilized.
In case of HER, inert gas saturation is not necessary as the hydrogen gas is absent before the reaction proceeds and the HER activity from the polarization curves is explicitly observed when the water splitting happens. In measuring the activity for OER in dynamic/ steady state analysis, saturation is unnecessary. But for estimating the Faradaic efficiency N2 saturation is necessary as the dissolved oxygen would interfere.
While doing ORR, N2/Ar saturation is highly followed while carryout the whole analysis as the dissolved oxygen in the electrolyte might reduce resulting in experimental error.
The common electrochemical techniques do not prove O2/H2 formation. You must prove it by independent method, such as GC-analysis, O2 sensor, mass-spectroscopy, etc. Each such technique requires certain conditions. This discussion does not make any sense unless you specify the method of O2/H2 quantification.
Prince Jemima Jebaselvi Sagayaraj In case of HER, inert gas saturation is OBLIGATORY!