First off welcome to the site
You don't have to keep your STB on all the time just switch it to standby, it use's less electricty than a clock radio does and the only time I've ever heard of them overheating is when they've been wrapped up in lacy doilly thingies.
As for the DVD/Camcorder how did you connect them before? there shouldnt be any difference. There isnt any way of connecting through the analogue boxes without running the risk of screwing up your pictures, and even the digi boxes only use a scart pass through so that you still need scart on the TV.
What we need here is one of Altis's diagrams but I can't find the link