The gas-puff Z pinch has a long history with myriad applications as an efficient neutron or x-ray source. Its simplicity as a load configuration makes it suitable for studying fundamental plasma physics phenomena such as instabilities and energy transport. For example, the implosion of cylindrical shells onto a fusion fuel are inherently susceptible to instability growth on their external surfaces; if such instabilities are unmitigated, then the consequences in terms of degraded performance can be substantial. Similarly, mitigating heat transport from a hot fuel to its colder surrounding container can make fusion conditions more easily achievable. Here we have conducted a systematic study of triple-nozzle (outer liner, inner liner, fuel) gas puffs using two-dimensional (2D) magnetohydrodynamic simulations to investigate the effect of load material on the relevant dynamics. Analogous to past studies on spherical blast waves and converging shock waves, a trend emerges linking increased radiative cooling, lower adiabatic index, and increased magneto-Rayleigh-Taylor instability growth. Notably, our results suggest that, for the present configuration, Ar radiates less than both Ne and Kr during the early stages of the implosion while mass is being swept up and perturbations begin to seed instability growth. Consequently, pinches with Ar on the outer surface exhibit more stable 2D behavior. Here we also present a parameter scan of thermonuclear neutron yield, Y, as a function of peak current, I_{pk} and dopant concentration with Ne or Ar, depending on the inner liner material. Above 6 MA, our results suggest Y∝I_{pk}^{5} and even substantial mixing (10% by volume) of Ne into the fuel does not drastically reduce yield, suggesting an Ar/Ne/fuel configuration may reliably achieve DD thermonuclear yields of 10^{13}-10^{14}/cm in the 10-20 MA range.