Perhaps a good cure for continuing the marathon of losses in gambling is an internal and deep understanding of the fact that, no matter how you continue to play, you will face losses, it will definitely happen at some point.
I don't think gamblers are new to this though, not even in their worst situation. It just seems as if a force beyond their control keeps pushing them that they can either gain more or recover back their lost money. That's why they keep playing and losing until they are ruined. And that's why I don't see that as a cure, the fire to back it up in them by retraining them is no more there. The sure way to avoid issues at this point is for them to stop gambling immediately. They may now decide to proceed after a break of days, weeks or longer.
That force which keeps pushing gamblers to continue to wager money in spite of those losses is actually something pretty well known and studied. It is a disbalance created within one's brain for partaking in gambling in a continuous way, releasing dopamine and making us to associate such activity like gambling to something positive (because the artificial induction/creation of dopamine within one's brain). As we get used to certain amount of dopamine within our bodies, then in order to feel thrills as we used to in the pass, when we need to wager even more money to create more dopamine in your body, there is where gambling escalation comes from and what makes so many gamblers to go bankrupt so easily and shifty.
People who are into gambling are never supposed to underestimate the power of neuro-transmitters over our behavior and capacity to make choices