We get this error as well, so it's probably a bug in RubyMine. A workaround is to check out that gem repo and tell bundler to use it. Note that the remote repository will not be used anymore.
bundle config local.my-gem /path/to/my-gem/
bundle install
Then open my-gem by adding it to your existing window in rubymine as explained here. This made forward navigation and code completion work for us.