Depends, some people do other jobs to fund their projects. Some just do low budget stuff. Some are good at negotiating or find funding programs. Sure it’s an effort but people out there are doing it in all kind of ways.
I don’t say it’s easy. But if you want to make a good creative product you have to be able to keep the creative control, that is part of your job and what makes realization of creative ideas, especially on big scale, more difficult. It’s the same with other creative media like movies.