I'm not sure if clrmame pro could possibly be any more confusing.
Method 1: Split / Not Merged
In the Split / Not Merged mode, there is an independent file for each ROM set, each containing all the required ROMs for the set.
Method 2: Split / Merged
This takes the duplicated ROMs from each of the clone sets and storing them only in the main set.
Method 3: Not Split
There is one final method: Not Split. If there was an independent file for each set, for MAME version 0.59 there would be a total of 3290 files (the number of sets for v0.59). To reduce that number, ROMs of different sets of a game can be stored in a single file (the main set).
I *Think* this means:
Method 1: every ROM that is required for any particular game gets copied into a .zip file called <gamename>.zip.
This is a big waste of hard drive space, because there are many games that re-use a lot of same ROM files. This is however the easiest way to keep the games organized, which is the way I was referring to. And since HDD space is cheap, this is the way I roll. This means 1 zip file means 1 playable game, always.
Method 2: takes the parent game (let's say PUCKMAN) and puts all the puckman rom files in puckman.zip. To play PACman, you need to then have pacman.zip, since it has the unique ROM that makes it pacman, PLUS the pucman.zip in your ROMs folder, since pacman also uses lots of the same ROMs as puckman.
Method 3: takes *any* duplicate file and puts all of the common roms together. If for example, if pacman and puckman and ms-pacman and pole position and galaga and area 51 all use the same ROM file, that file is only found in a single zip, not given to all of the parents.
So, to answer your question, hopefully, a SPLIT under clrmame means that any given ZIP file will contain all the files required to run it.