Hi, thanks for taking a look

TV: Apex AT2402
VCR: Brand: Panasonic Model: PV-V4520
DVD: Brand: Insignia. Model: NS-DVD1 (Best Buy)

First of all, I'd like to take the VCR "out of the loop".
It is there because I'm using it as my Cable Television box.
The Insignia DVD player has an input labeled "Coax" but the plug looks
just like an RCA female plug to me....nothing like the tiny hole you fit a wire into that I'm used to. Any suggestions or guidance would be welcome.

Second, I'd like to consolidate remotes into one device. I found one that fits nicely in my hand, but it lacks a code for the Insignia DVD.
The remote is:

Radio Shack 3-In-1 Easy-To-Use (UPC 4029301372)