As I hope you know, the RAW file includes an embedded JPEG file. That embedded JPEG file is what you see while looking post shot at the RAW image in camera, and is what you first see in LrC at import, until the first preview is created.
When you shot RAW plus JPEG, that JPEG file is not an embedded anything. Note that that JPEG file is larger (file space wise) than the little JPEG file embedded in the RAW file.
Some people shoot RAW plus JPEG so that they can pixel peep on the larger JPEG file instead of the smaller embedded JPEG (in the RAW). Most shoot RAW plus JPEG for post processing reasons.
Now that embedded JPEG file in the RAW is typically very small. But, recently cameras are coming out with larger embedded JPEG files, Large enough to let LrC use them for previews, hence the words Embedded Preview. This is an option in LrC.
Putting together your answers, it seems that with my default setting on "off" for "treat JPG files next to raw files as separate photos", LrC will keep the actual JPGs on the external memory, and will only import one RAW file which contains a smaller JPG called Embedded Preview in LrC.
This means that i would have to know beforehand (during the process of importing) whether i am planning to cut some corners and not develop myself , and then would have to move the setting back to "off" after that import session as having to navigate through double shots would be an inconvenience that i want to avoid. Worth noting that the setting we are talking about actually applies to how lightroom treats an import source, not it's actual catalogue.
A pity. I think that it will be easier for me to simply flag or tag the photos by color - as a guide, and then use the split screen between LrC and File Explorer to copy the actual JPGs from the SD card directly to my export folder.
In general, after shooting many photos with my iphone, and getting used to the straightforward interface, i get pretty annoyed at lightroom taking 4 seconds sometimes to load a photo, or 1 second to render a change of "shadows".
I look forward to getting an iPad, then maybe the Lightroom app is more responsive and user friendly too. Or perhaps i will just import the photos through the Canon app and edit them through the Photos app. I had a swing at professional photography but it's just too much work - so i end up shooting less actually.
If you do not Import the JPGs as 'Separate files' to the catalog and they do not show as separate thumbnails in the Lr library, then you could-
1) Select the raw image in the Lr library
2) [Right-Click] Show in File Explorer/Finder
There you will see the JPG sitting beside the raw file, to do with as you want.
Unless you have an immediate reason to see the JPGs, you might do as many others do, and shoot only raw. Then you can Export JPGs,with your edits to the raw, at any time, for any use, and you do not have the annoyance of finding companion JPG files from the camera!