Gauge

I'm having gauge issues. Last night, I knitted lots of gauge swatches with this blue skein of Malabrigo Twist. I started with size 7 needles and 4 stitches per inch and ended up with size 4 needles, still with 4 stitches per inch. So I gave up and started knitting on the size 4. But when I got to the white yarn, my gauge was 5 stitches per inch. Is it possible that two skeins of Malabrigo Twist vary that much in thickness or is it my knitting that varies that much from day to day? What do I do now? Frog it and knit a swatch in each color? I'm making a newborn size Rhino Romper, and I'm afraid that if my gauge is off in one direction, I'll run out of yarn, and in the other direction, it will be too small. If I hadn't spend so much money on this yarn, I'd give up.