We propose the use of tapered microstructured fibers with collapsed air-holes coated with thin layers for gas sensing. The collapsing of the holes allows having access to the evanescent fields which can be absorbed or attenuated with gas-permeable thin films. On the other hand, a section of the holey fiber is transformed into a solid multimode fiber. The beating between the multiple modes of the latter makes the transmission spectra of the device to exhibit an oscillatory pattern. This evanescent-fields-plus-modal-interferometer structure may offer interesting properties for gas and chemical sensing. As an example we demonstrate a hydrogen sensor.