I am new to this game as well, but before anyone asks, I know one person who is sick and tired of saying it, you need to fill in/read this first, that way you will get more help.
https://retropie.org.uk/forum/topic/3/read-this-first
As for your questions, even though I am still a novice I may be able to help on A
If you hit the Start key and bring up the main menu, you can go down to UI settings, and change the themes etc. On the Gamelist View Style, there is an Automatic option, every timeI have used this it will display both boxart and video's. It also does the same with video's settings.
If your getting black when it fades from the boxart image, it may not necessarily mean the video isn't there. It may have scraped but the video doesn't have the right codec for the Pi. I myself had this issue.
If you follow this guide https://github.com/hiulit/RetroPie-Convert-Videos it may help with any non-playing videos. It certainly did mine.
Also if you look in the Media or images folder that is associated with the system you are playing on you can see what images are there, and what videos.
Put on your PC a program called WinSCP and you can look at your pi directory from the PC and do all the necessary from that.
B0 I am sure somebody will correct me, but also if you use WinSCP you can look in the Media/image folder for MAME and you might find the image used for emulationstation. But you will probably have to edit the .cfg file associated with this, in order to display the image you want.
Hope it has been some help.