I know this post is a couple of years old now but the question is still relevant so I thought I'd add in my two cents worth while I'm here.
Some of the tools that ServiceNow provide, like Studio and Mobile app tools, though wonderful, don't always cover all artefacts needed when building applications. This means that some of the less common artefacts required in an application need to be built outside of the tool (e.g. Studio).
For scoped apps, as long as the table you are working with is Update Set tracked, and your current Application Scope is set to your scoped application, then any changes you make will be captured within your Application Scope. When you publish them to an app repository or commit them to source control then all captured artefacts will be deployed.
For example Notification Email Scripts are update set tracked, but don't show up in Studio as either an Application File to create via the wizard, or in the Application Explorer menu when created externally to Studio. However, they will still be captured as an artefact in your application.
To check this you can add the Application column to a list view of your application tables to see what Application Scope [sys_scope] it belongs to. If the table doesn't have this field then it won't be update set tracked or if the Application displayed is not your application then it wasn't capture in the correct scope. What may be confusing is that the table itself may not be within your Application Scope (e.g. Email Script [sys_script_email] mentioned above (which is in the Global scope), but some of the records within that table may be within your application scope because they are configurations that were created and captured while your application scope was the current scope.
You can check if a table is update set tracked by making your way to the Dictionary records for that table. Open the "Collection" type record. If you view the attributes for the "Collection" type record you will see an attribute of "update_synch=true" if records within this table are Update Set tracked. If this attribute is missing then records within this table will not be capture automatically within an Update Set or your Application Scope.
Note that even if it is a scoped application, it will still have update sets capturing changes behind the scenes, but within your application scope. However, you generally don't deploy your application this way. If you were to look at the files uploaded to a Git repository for example you will see the same Update Set looking XML files.
To your last point, you are correct. Anything created within another scope, Global or otherwise, will not be captured as part of your application and will need to be deployed separately.
