Shortcrust pastry made without xanthan gum will fall apart - that is what the xanthan gum is for, to replace the elasticity of gluten, so that pastry, bread and so on made with it can hold together. It doesn't matter if you make it yourself, or buy it, without xanthan gum (or some other ingredient that sounds "chemically"), it will fall apart.
If you're looking to buy shortcrust pastry "cheap", this is not going to be easy. Gluten free processed food (even gluten free ingredients) is very expensive, because of lower demand and the fact that users (apart from a few idiots who think gluten free is a weight loss diet) have no choice. If you want to save money, you have to make it yourself.