Stars are thrown out of galaxies yes, mostly by tidal forces when galaxies pass close to each other. Gas is thrown out of galaxies by "galactic winds", driven by heating of the gas by supernovae. Also, if there is gas there anyway, and a galaxy runs into it quite fast, more is stripped out (gas is sticky, stars are small so mostly pass straight through). But, here is the interesting thing, the gas in clusters of galaxies has lots of heavy elements, and these are only made in stars, so a lot of that gas must have been in stars at some time, and therefore in galaxies).

I don't think stars form in the rarified medium between galaxies, the gas is too rarified and too hot (stars form mostly out of gas which we would call "cold", though its a few hundred degrees). There are stars there, although we can't see a star at those distances even with Hubble, we can see a planetary nebula, which forms at the end of the life of a star, and there are some numbers of these between the galaxies. But I think people believe that they have been thrown out of galaxies by tidal forces.