In this paper, we model laser-gas interactions and propagation in some extreme regimes. After a mathematical study of a micro-macro Maxwell-Schrödinger model [1] for short, high-frequency and intense laser-gas interactions, we propose to improve this model by adding a plasma equation in order to precisely take into account free electron effects. We examine if such a model can predict and explain complex structures such as filaments, on a physical and numerical basis. In particular, we present in this paper a first numerical observation of nonlinear focusing effects using an ab-initio gas representation and linking our results with existing nonlinear models.