Sounds weird to have two hearings, it will be purely duplication and extra stress for everyone involved, so yes you should request that it is all combined.
What do you feel they should have done? It's a genuine question? If you are going to complain about the company's actions/lack of action you need to have thought through what they could/should have done in the event you were not happy to raise the issues with either your manager or a more senior manager.
Obviously there was no action they could have taken without your testimony in some form, whether it was in the form of a formal grievance or a witness statement in a disciplinary investigation.
It doesn't sound like they were hugely helpful though I agree. Encouraging you to raise concerns with your own line manager as a first port of call is right as a first step. You mention that you didn't feel able to either do that or go over her head, but it's difficult to see what action could have been taken without you speaking to someone/people over her head in some form.
Did they suggest a grievance or anything?
I've had a reasonably similar situation once where someone was being sexually harassed be her boss, and told me in confidence, saying she didn't want to make a fuss. After taking advice from my boss I decided I had a duty of care to her and to other women in the organisation and therefore had to breach her confidence, report the guy and instigate disciplinary investigations.
Do you think they should have done that? It's a very difficult thing for you to argue, that's the trouble.