Gladiatorial fights were not often to the death as seen in the movies. In actuality we only have sparse instances of games that were held to the death even in the early days of gladiatorial combat. this is because they were simply too valuable to let die as they were trained, fed, and looked after by their trainers. Fights were often to first blood or more commonly until one fighter was forced to submit. It's best to think of these fighters similarly to today's popular MMA fighters or good boxers. So to answer your question yes many who had good careers in the arena would use their fame to gain sponsors and thereby wealth. Others simply opened gyms or businesses. And yes some would live in poverty at some point especially if a gladiator could not win or perform well. They are actually well documented in surviving texts and in statues and other monuments throughout the Roman empire. however I am not aware too much of anything related to mental states as, many of the works (at least that I am aware of) were commissioned in their prime or upon death or retirement, and would be works to honor the gladiators and would often embellish them slightly.

Source: Sport and Spectacle in the Ancient World, Donald G. Kyle;

This work has some good sources that are embedded in the text, and will give you reference for anything that is not.