Wrong, and wrong.
Since mame and mess joined into one project, both the softlists and mame roms are treated as separated things. You don't need softlists to have an entire mame rom set. If some set is required in both arcade and softlist set, the romset is present in both. (e.g. neogeo roms).
Be aware that since some releases ago, mamedevs started reshuffled some roms. This makes necesary to rebuld not only from an update pack, but also from the backup folder of clrmamepro (when do a rebuild, there's a button "use BackupPath", should be used after a rebuild from update packs and rebuild from this location).
Also, be aware that the 206 set shuffles a CHD from a folder to another, but clrmamepro will delete it and move to the backup folder. The chd is VS4E. Go to the backup folder, rename it to vs4eo and move to your rom folder. (you can also look for the nightly build of clrmamepro, it has this and other problems solved already).