No, if Drawdown Protection was not purchased in the Warrior Phase, it cannot be added later in the Gladiator Phase. All settings from the Warrior account transfer over to the Gladiator account once a trader is promoted, and these settings are locked in.
However, if you choose to purchase an Instant Gladiator Account, you can select Drawdown Protection at the time of purchase.
The reverse also applies: if you purchased Drawdown Protection in the Warrior Phase, it cannot be canceled in the Gladiator Phase. Any Drawdown Protection added during the Warrior Phase will carry over to the Gladiator account, and the monthly program costs will include this additional protection.