I don't think Martial has a problem with competition, he's come back from very far after his second season (Mourinho's first), so I think questioning his desire to compete is wrong. He's just been extremely poor, even towards the end of his PotS award where he could not finish to save his life. It seems to me that Martial's never followed up a good season with another good one, but he's also never followed up a bad one with another bad one, so I expect him to turn it up this season, and in Sancho he has someone who can help him regain his confidence. He can also work with Cavani if Ole played around with the formation a bit.
The main thing is his contract, there is no way anyone takes him on these wages, and I'd be surprised if he'd be willing to take a pay cut.