The aim of this paper is to study relationships among 'gauge integrals' (Henstock, McShane, Birkhoff) and Pettis integral of multifunctions whose values are weakly compact and convex subsets of a general Banach space, not necessarily separable. For this purpose, we prove the existence of variationally Henstock integrable selections for variationally Henstock integrable multifunctions. Using this and other known results concerning the existence of selections integrable in the same sense as the corresponding multifunctions, we obtain three decomposition theorems (Theorems 3.2, 4.2, 5.3). As applications of such decompositions, we deduce characterizations of Henstock (Theorem 3.3) and $$\mathcal H$$ (Theorem 4.3) integrable multifunctions, together with an extension of a well-known theorem of Fremlin [22, Theorem 8]. [ABSTRACT FROM AUTHOR]