I made them with Photoshop, using many layers styles (shadow, outlines, gradients...) and textures.
How do you warp the text while also warping the gradient overlay of the text? I had this problem where when I arch the text the gradient does not arch with it. 😅
Once you have your text with all the effects you want on it, pixellise it in order to "fix" the layers styles, then arch the text.
Once I do I can no longer arch the text though. I'll try again. Thanks! 
Yes, but you gotta do it with the transform tool (V), and not the text transormation tool
Oh! Now I see! Thanks a lot!