Hmm. I followed your advice and copied the video-splashscreen over to /home/pi/splashscreens and changed the line in /etc/splashscreen.list accordingly. Strangely this doesn't work, the splashscreens never appears.
I even double- and triple-checked the paths and tried different folders, but the splashscreen won't show up.
Edit:
Just got it to work. After copying it over to /opt/retropie/supplementary/splashscreen/ to the default splashscreens and selecting it it works like a charm!