The term Gypsy scale refers to one of several named after their support of and association with Romani music, the latter being considered derogatory.
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Double harmonic scale (major), the fifth mode of Hungarian minor, or Double Harmonic minor, scale, also known as the Byzantine music scale.
[" Flamenco Guitar Modes and Gyspsy [sic] Guitar Scales", Flamenco-Guitars.com.]
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Hungarian minor scale, minor scale with raised fourth and seventh degrees, also known as Double Harmonic minor scale.
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Phrygian dominant scale, also known as Freygish or Jewish scale; Spanish Gypsy or Spanish Phrygian scale.