'I don't understand why she got so fragile.'
It's never really explained why Kelly became an alcoholic. Fame may have had something to do with it for sure, but there must have been something else to it.
I think there are a few clues as to why Kelly was messed up. She may have been abused as child. She has a conversation with Chiles Stanton right before the last show, and guessed right that Chiles had been abused as a child by her parents, and they were put in jail. Kelly tells her never ever to keep that from anyone, and tell people about what happened, or it may destroy her.
So it's possible Kelly had also been a victim of child abuse and told absolutely no one about it, not even her own husband. It was eating her up and when she became famous, it only got worse, and she drank to forget everything.