EmulationStation will use the gamelist.xml ROMs folder, if found, otherwise it looks in /opt/retropie/configs/all/emulationstation/gamelists/<system>. The 2 files are not combined, just one of them is used, in that order.
If you enabled the 'Use Local Art' option in EmulationStation's settings, it will try find a video matching the game by looking under roms/<system>/media/<ROM_NAME>-video.mp4, so even if there's no video declared in gamelist.xml, it might still find a video associated with it.
In fact, what would be the best way to ensure that I get both videos and correct information into my setup?
Don't mix the scrapers if you want video - the internal scraper doesn't support videos so it might overwrite the video tags if you re-scrape with it. Use the external scraper and see which videos have issues - some arcade videos are incompatible with RPI's hardware video codecs and might not play correctly.