Hi and welcome to our forum!
The problem with gym is that during some exercises, while you are flexing your muscles and lifting weights, you are putting a lot of pressure on your back area, thus affecting the hemorrhoids. If you have tried the Amoils and Venapro solutions and they didn't work, you could also take a peak to our hemorrhoids book.
The surgery is really the last thing you should try. Surgery resolves your problem temporarily (1-2 years), but if proper care is not taken, hemorrhoids may reappear. Before trying surgery, you should ask your proctologist if there is no other way to cure your hemorrhoids except operation. Also, patients which had surgery are more sensible in that area and more predisposed to several diseases, including colon cancer.
In conclusion, pay much attention to this condition and don't try to hurry up things. Most patients with hemorrhoids change their eating habits and focus on prevention.