Train other classes whenever you want.
Yes gladiator will stay 30 if you switch to conjurer.
Base classes (gladiator, conjurer, lancer etc...) Can borrow skills from eachother, but jobs (paladin, dragoon, monk ...etc) can borrow skills from 2 classes for paladin that would be conjurer and marauder, sorry bud no lancer.
You can train all the classes.
Maxing all the classes is possible, just not with only quests so you gotta do fates and dungeons and whatnot.