Are all martyrs considered saints?
If you mean official saints of the church, as in St. Peter, St. Maximilian Kolbe, etc, no.
In modern times, martyrs have to go through a canonization process like everyone else. (In ancient times the processes for deciding who was an official saint was different and handled more at the local level.)
They have to be beatified and then a miracle (which nowadays means a medical miracle invesigated and verified by the Church) must take place through their intercession in order for them to be saints.
The only difference for martyrs is that they can be beatified without a miacle, but they still must have a miracle for canonization. Non-martyrs usually must have 2 miracles, 1 for beatification and 1 for canonization.
If you mean “saints” in the general usage of the term, like “saint” meaning any soul who’s in Heaven, then we have great hope of heaven for martyrs becaause their martyrdom, done in good faith, is likely to ovecome/ compensate for any sins they might have committed on earth. But since we don’t know this for sure unless there’s a formal canonization process (as I mentioned above), we cannot say for sure that all martyrs are in Heaven.
What if someone was in a state of mortal sin but was martyred on account of their Catholic faith?
We would have great hope that God would be merciful to the person and save him because he gave his life for God, which is the ultimate sacrifice and likely shows repentance for the mortal sin. But it would be up to Merciful God to make an ultimate decision.