The TV scrapers can be an awkward ground at times. They're great, but there can be a couple of quibbles with it, but they're the reason I started naming the way I did (I used to just have the episode number and name, without the season eg 01 - Pilot.avi and kept in folders for info like Videos/Heroes/Season 1 but changed that recently)
The scrapers can download the images for thumbnails, but it depends on what the scraped site actually has. In my personal opinion the best is the TVDB scraper because it gets more season banner choice, but it doesnt always get episode images because they're not all there, but you can upload your own if need be. The TV.com scraper may be better as it gets more information, but its preference as always.
About the defined info, I think the scraper just finds the first data so 1x01-05 would only retrieve the data for 1x01, but I dont know how this would work for you with the iso images as I mainly use seperate .avi files.