When an object's speed increases, its (relativistic) mass increases. Are new atoms created inside the object by its increased speed? or is its "gravitational charge" increased by its increased speed, without more atoms?
When an object's speed increases, its energy - or equivalently its relativistic mass, the sum of its rest mass and kinetic energy - increases, but its rest mass does not change.
The object's increase in energy is due to its increased kinetic energy, not the energy associated with newly created atoms inside the object.
Energy is conserved, because work must be done to accelerate the object to its increased speed. This is identical to the classical case.
No new atoms are created. What actually is increasing is the energy of the object. And because the energy and mass are related by the famous equation E=mc^2, it is sometimes said that something called "relativistic mass" was increased. But this relativistic mass is an abandoned concept. All that really happens that the energy is relativistically growing. To avoid confusion, the only mass that is relevant is the rest mass - the mass that the object has in its rest frame of reference. This mass is not changing with speed.
Relating the relativistic "mass" with gravitation is not straightforward. Gravitation field is generated by the stress energy tensor and not by relativisric mass.