I have been able to verify that these do not exist in the Bing Maps GeoData API and is also missing in the 2010 US Census data in which the boundary data is sourced from.
I tried Azure Maps which uses a different data set and it does have Yuma county, but it did not find Gila county (it found other places called Gila in AZ). You can try this out here: I tried Azure Maps which uses a different data set and it does have Yuma county, but it did not find Gila county (it found other places called Gila in AZ). You can try this out here: https://samples.azuremaps.com/?search=boundary&sample=search-for-boundaries
I found that the 2020 US Census county data does include these counties. You can download a KML file with all US counties here: https://www.census.gov/geographies/mapping-files/time-series/geo/cartographic-boundary.html You can then either use the data directly or upload it into the Bing Maps Spatial Data Services and access it using the query API.