I bought the whole package from Universal when I stayed at HRH last year.
At the time the package was just a few dollars more expensive that splitting the bookings up, so I decided I wasn't saving enough for the hassle of doing multiple bookings. Plus I liked the way the Universal package also allowed me to book shuttle transfers at a price I was happy with. I booked the private, meet and greet transfers, and it was so quick and hassle free arriving in the airport to someone with our name on a card.
Anyway, like PIO said, the express passes were on a separate ticket. There is a self-service machine inside the HRH lobby where we picked them up. The system of two separate park passes, as well as a separate room key seemed a bit archaic to me. It did make me wonder how long it would take to streamline things and put everything on one plastic room card. I predict if it hasn't happened this year, it will eventually.
Not that it was a big issue. Once you enter the park, you can put away your entry passes and just keep your express passes handy. I bought a pocket lanyard and keep all three of my family's passes around my neck.
Also I thought a cool touch with the room cards is that they individualise them with your name and you get to keep them. I kept mine as a little souvenir. Not that it serves any purpose, but it does make me smile