I regularly create integrated libraries with both a schematic library, and a pcb library. I believe this is the whole purpose of an integrated library, to compile both the schematic symbols, and the PCB footprints into a single compiled library.
Regardless, when you are in the schematic library file in the integrated library, do you see the footprint added? Once in your schematic document, you can use the footprint manager (tools->Footprint Manager) to validate the footprints for each symbol. Just place the symbol you're having issues with, and double check that the path is correct once you validate in footprint manager. I have had some weird instances where footprints dont show up, and it was usually resolved through footprint manager.