I have never read before that the brothers had to club together to buy Balmoral and Sandringham,> Once Bertie became King George V1 he would have had access to the Duchy of Lancaster so therefore would have been in a position to buy back the properties. I believe David also received a pension from the BRF. I would be interested to know where your information is documented as it would make interesting reading.
As for George and Marina , he died during the war and it has been well documented that in royal terms they were not well off, Princess Alexandra herself has spoken of receiving clothes from Elizabeth and Margaret when she was a child.
This is mostly my understanding as well. The pension the Duke of Windsor received was to compensate him for Sandringham and Balmoral, George VI did not have enough cash on hand to buy Sandringham and Balmoral outright in 1936, but not only would he have the Duchy of Lancaster income coming in, since he did not have a son, he had the Duchy of Cornwall income as well. I don't recall George VI getting funding from his brothers to help him settle things with the Duke of Windsor. If he needed additional funding, my guess is that he would not have had to go any further than his mother.
I am pretty sure they lived well, but I don't recall the Kents being spendthrifts. I don't think that the Gloucesters did anything super-strategic that resulted in their better financial position vis a vis the Kents. Prince George, the Duke of Kent's premature death, along with having a wife who, while royal, was not wealthy is why jewels and other assets had to be sold, and from there the remaining assets had to be divided between their three children.
Prince Henry, the Duke of Gloucester married a woman from a wealthy family, although I have no reason to believe that she received a large inheritance, and sadly one of their two sons died prematurely, so the jewels and other assets did not have to be divvied up. I knew that the spectacular Cartier India Tiara was a gift but I was struck by the fact that the Prince Henry gifted his wife Princess Alice with quite a bit of jewelry. Perhaps I should not have been surprised, since he is Queen Mary's son.

I agree with the point that others are making that the Gloucesters should not give the jewels to the BRF and not sell them for anything less than market value, and I don't see the BRF doing that. I can at least conceive of Chales and Camilla acquiring a bauble or two since they seem to appreciate fine jewelry, but not to be morbid, the Gloucesters will likely outlive them. And yeah, as gorgeous as some of the pieces are, they really do not significant provenance. To me the only hope will be if some of the jewels can be used to settle tax obligations, which is what happened with the Fife Tiara, which also, while a beautiful piece of jewelry, it did not have much provenance either.