I think settings ultimatums only work if you are ready to follow it through, otherwise don’t do them.
There is not right or wrong way to go about it. For me I think he should hand over ALL his finances to you ( or someone else) and only get very small amount of cash for his expenses. Furthermore he should self excluded forever on all his accounts. Now these methods maybe you have already tried. If so there must be something that happened that he could still gamble.
Either way do not sacrafice your own wellbeing. Sometimes seperation is for the best, but you are the only one that can make that decision
If you need direct support you can always talk to the 24/7 helplines here