Roland Banks has been already defeated by Horror (I guest he is comatose, or something like that), and shortly after resolution comes with all characters barely surviving and taking each one physical Trauma. Does this include Roland, who would start the next scenario with both one physical and one mental trauma?

I'm assuming you're referring to the flip side of "They're Getting Out!" ("Each investigator who has not resigned is defeated and suffers one physical trauma"). If Roland has already been defeated, he can't be defeated again.