I understand that Gmail to Gmail is not very secure.
Depends on the threat. Do you care that a handful of people who work for google and the government can read your messages? If not, then gmail's great.
On the other hand, ProtonMail is a very good option with great features. But there is one thing I don't quite understand:
Why should I use ProtonMail if the recipient uses Gmail? How is this more secure? I mean, if Gmail is not secure enough, then what's the point of sending an email to Gmail from ProtonMail instead of just keep using Gmail (given that it has extra features)?
Yeah, once you send the message outside of the protonmail ecosystem it's only as secure as the least secure link. It's likley that protonmail uses TLS to communicate with gmail, and again, gmail's pretty darn safe.
However, if you had sent the messages to yahoo in the past, then the NSA had a tap on yahoo's network, and that would not have been very safe, unless you don’t care if the NSA reads your mail.
If you sent the message to Hillary Clinton's basement email server, then the cleaning lady could have taken the hard drive. That's not very safe.
Then again, if you sync your email to your personal device, or your computer is compromised, then your proton mail is also compromised.
Maybe use signal on your phone for really really sensitive messages, and gmail with two factor for the rest.