I suspect that films and shows have a more direct impact on digital, since the general audience is more likely to download an app than find a hobby shop, but that's hard to track, as you've highlighted. And even then, as you also said, the impact on monthlies seems to be minimal; you see bigger shifts in sales with new creative teams, a lot of the time it seems.
One thing that the films and larger media stuff can do is build up some interest in lesser known properties. Guardians of the Galaxy and Walking Dead being the biggest (perhaps only?) examples.
In another thread we're talking about DC's upper management, and Ive been saying that they (along with Marvel) have failed to capitalize on the popularity of the genre. Looking at movie Box Office returns, you'd think comics sold a hell of a lot better, but lots of people still dont even realize comics are still being printed.
To my mind, failing to maximize on that, and allowing comics to become cheap IP farms, is perhaps the biggest sin of the industry in the last forty years.