We study the emergence and the stability of temporal localized structures in the output of a semiconductor laser passively mode-locked by a saturable absorber in the long cavity regime. For large yet realistic values of the linewidth enhancement factor, we disclose the existence of secondary dynamical instabilities where the pulses develop regular and subsequent irregular temporal oscillations. By a detailed bifurcation analysis we show that additional solution branches that consist in multi-pulse (molecules) solutions exist. We demonstrate that the various solution curves for the single and multi-peak pulses can splice and intersect each other via transcritical bifurcations, leading to a complex web of solution. Our analysis is based upon a generic model of mode-locking that consists in a time-delayed dynamical system, but also upon a much more numerically efficient, yet approximate, partial differential equation. We compare the results of the bifurcation analysis of both models in order to assess up to which point the two approaches are equivalent. We conclude our analysis by the study of the influence of group velocity dispersion, that is only possible in the framework of the partial differential equation model, and we show that it may have a profound impact on the dynamics of the localized states.