To me the space-mining industry has always seemed better suited to constructing habitats and vehicles outside of gravity wells like Earth and Mars; part of why it's so expensive to have the ISS is that everything needs to be lifted up from Earth, but if the raw building materials and water (for producing oxygen and hydrogen fuel) were mined from asteroids, then there's less need to go back down to earth for your bulk materials. This would make the second and subsequent generations of mining infrastructure much cheaper to build, and once you've got manufacturing going in space, suddenly the mining becomes a lot easier.
I don't recall whether the thethers need to be affixed to the space-elevators to keep them in place.
If you have a space elevator scaffolding already, just use descending payloads as counterweights to ascending ones.
> Gravity
Quite. I not an expert at all, but the question "how do we bring it down" is better put "how do we bring it down safely and so that we can easily recover the material".
Throwing rocks down the gravity well is easy, keeping the velocity low at bottom end, or low enough plus aiming accurately at an empty spot, is hard.