I agree with EHuhn - an accumulation of all the traumas and worries (financial and health) coming to a head. His publishing company wasn't doing very well, he was an alcoholic and suffered from emphysema (like his brother Nico) and his wife and children all had Huntingdon's Disease. Not a good outlook for life.
As for the reason for asking Mary Hodgson questions later on in life, I think this is something people often do as they get older and start thinking of the past. They would normally ask their parents about it but in Peter's case, he could only ask Mary.
The letters and archives that constituted the Morgue were from his family, so not part of the Barrie estate and nothing to do with Cynthia Asquith (who on her part, as heir to Barrie's estate, promptly sold all the correspondence with Barrie, mss, etc to Beinecke - and anything else that could raise money, of which she was always in dire need.