I can confirm the "issue" also happens for thegladpcb with a good romset, i had to deal with those 3 games in fbalpha-libretro (i added some hack in the libretro code to force loading of pgm.zip as if it was the parent of those roms)
This is a bit weird, with the official FBA Windows release it doesn't happen... I analyzed the related strings on arcade dat file (generated with FBA 0.2.97.42 Windows Binary):
<game name="
thegladpcb" cloneof="theglad" romof="theglad">
<description>The Gladiator - Road Of The Sword / Shen Jian (V100, Japan, Single PCB Version)</description>
<year>2003</year>
<manufacturer>IGS</manufacturer>
<rom name="glad_v100.43" size="524288" crc="bcf3b172"/>
<rom name="t04601.u71" size="8388608" crc="e5dab371"/>
<rom name="a04601.u30" size="8388608" crc="d9b2e004"/>
<rom name="a04602.u31" size="8388608" crc="14f22308"/>
<rom name="a04603.u32" size="8388608" crc="8f621e17"/>
<rom name="b04601.u40" size="8388608" crc="ee72bccf"/>
<rom name="b04602.u41" size="4194304" crc="7dba9c38"/>
<rom name="w04601.u8" size="8388608" crc="5f15ddb3"/>
<rom name="igs29.bin" size="2097152" crc="51acb395"/>
<rom name="thegladpcb_igs027a_execute_only_area" size="392" status="nodump"/>
<rom name="thegladpcb_igs027a_v100_japan.bin" size="15992" crc="d7f06e2d"/>
<rom name="igs_v100.62" size="2097152" crc="0f3f511e"/>
<rom name="pgm_t01s.u72" size="2097152" crc="1a7123a0"/>
<rom name="pgm_m01s.u4" size="2097152" crc="45ae7159"/>
<rom name="bios.42" size="131072" crc="517cf7a2"/>... as you can see, according to the dat file infos, the needed bios files must be inside the zipped ROM and not merged from an external bios archive.