Lost a grandfather figure in Jared (Couldn't Protect Him)
Couldn't be there for his sister or Talcott (Can't Protect Them)
Lost to Ravus (He had to realize he wasn't strong enough/Can't Protect Noctis & His Friends)
Lost his faith in his title (What good is a Shield not Strong enough to Protect?)
Lost his faith in himself (Who is he if not a Shield? What else is he if he isn't strong enough to protect his loved ones?)
Just a reminder of things Gladio had to deal with in FFXV leading up to Episode Gladio
Essentially his strength and his title is what he's supposed to be. He was raised for this one purpose and failed over and over again. His father, who raised him with these values, failed.
Up to Gladio DLC he had to fight that he's just not strong enough and, more importantly, Strength is not enough.
So, to me, Episode Gladio was him soul searching. Yes he was fighting through the trials but he also had to deal with all the spirits attacking him emotionally.
By working his way through the trial he wasn't just showing he was physically strong but showing himself that he is strong enough spiritually. He was reclaiming his own self worth.
Sadly Episode DLC was the first DLC in a game that was halfassed. He's their lesson of what not to do. Still, I feel like the ideas were there even if it wasn't communicated well.